-58.0%
RIG vs GLDM
+219.1%
-277.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.9% |
| 7D | -24.5% | +4.7% | -29.2% | -25.3% |
| 30D | -2.8% | -0.9% | -1.9% | -2.7% |
| 3M | +1.6% | -4.3% | +5.9% | +2.4% |
| 6M | -15.9% | -13.4% | -2.5% | -13.4% |
| YTD | +26.9% | -5.8% | +32.7% | +27.7% |
| 1Y | +34.4% | +2.1% | +32.3% | +32.8% |
| 3Y | -21.2% | +105.0% | -126.2% | -33.8% |
| 5Y | +46.4% | +122.5% | -76.1% | +21.5% |
| All | -58.0% | +219.1% | -277.1% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling