+23.1%
RIG vs GLDM
+1.2%
+21.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.6% |
| 7D | -17.0% | +5.0% | -22.0% | -17.7% |
| 30D | -6.2% | -1.3% | -4.9% | -5.6% |
| 3M | -1.7% | -4.7% | +3.0% | -0.4% |
| 6M | -19.2% | -12.4% | -6.8% | -16.5% |
| YTD | +25.2% | -4.1% | +29.2% | +21.5% |
| All | +23.1% | +1.2% | +21.8% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling