+56.0%
RIG vs GLDM
+107.5%
-51.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +1.2% |
| 7D | +4.3% | -5.5% | +9.8% | +6.4% |
| 30D | -5.8% | -7.0% | +1.2% | -3.5% |
| 3M | -6.7% | -12.3% | +5.6% | -2.2% |
| 6M | -18.7% | -17.9% | -0.7% | -12.4% |
| YTD | +28.8% | -10.3% | +39.1% | +30.0% |
| 1Y | +28.8% | -7.8% | +36.6% | +27.8% |
| 3Y | -20.0% | +99.5% | -119.5% | -57.2% |
| 5Y | +56.0% | +106.5% | -50.5% | -20.0% |
| All | +56.0% | +107.5% | -51.5% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling