-18.8%
RIG vs GLDM
+105.4%
-124.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.8% |
| 7D | -2.6% | -2.0% | -0.6% | -2.2% |
| 30D | -5.2% | -4.4% | -0.7% | -4.2% |
| 3M | -8.6% | -8.8% | +0.2% | -6.6% |
| 6M | -18.9% | -15.9% | -3.0% | -15.4% |
| YTD | +28.6% | -7.7% | +36.3% | +29.0% |
| 1Y | +25.5% | -3.6% | +29.1% | +24.0% |
| All | -18.8% | +105.4% | -124.2% | -49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling