-58.6%
RIG vs GLDM
+225.0%
-283.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.7% |
| 7D | -17.0% | +5.0% | -22.0% | -17.9% |
| 30D | -6.2% | -1.3% | -4.9% | -6.0% |
| 3M | -1.7% | -4.7% | +3.0% | -0.8% |
| 6M | -19.2% | -12.4% | -6.8% | -17.0% |
| YTD | +25.2% | -4.1% | +29.2% | +25.5% |
| 1Y | +29.9% | +3.3% | +26.6% | +28.1% |
| 3Y | -21.3% | +110.9% | -132.3% | -34.3% |
| 5Y | +40.5% | +124.8% | -84.3% | +16.0% |
| All | -58.6% | +225.0% | -283.6% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GLDM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling