+55.2%
RIG vs GLDM
+143.3%
-88.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.5% |
| 7D | +0.9% | -0.5% | +1.4% | +1.0% |
| 30D | +13.8% | +4.4% | +9.4% | +11.6% |
| 3M | -6.4% | -1.1% | -5.3% | -6.2% |
| 6M | -8.2% | -13.7% | +5.5% | -2.3% |
| YTD | +41.6% | +2.8% | +38.9% | +36.1% |
| 1Y | +88.7% | +24.8% | +63.9% | +61.3% |
| 3Y | -30.9% | +127.8% | -158.7% | -64.0% |
| All | +55.2% | +143.3% | -88.1% | -20.2% |
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