-53.2%
RIG vs GLDM
+248.1%
-301.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.6% |
| 7D | +0.9% | -0.5% | +1.4% | +1.0% |
| 30D | +13.8% | +4.4% | +9.4% | +12.6% |
| 3M | -6.4% | -1.1% | -5.3% | -6.3% |
| 6M | -8.2% | -13.7% | +5.5% | -5.2% |
| YTD | +41.6% | +2.8% | +38.9% | +40.0% |
| 1Y | +88.7% | +24.8% | +63.9% | +78.5% |
| 3Y | -30.9% | +127.8% | -158.7% | -43.2% |
| 5Y | +57.7% | +141.1% | -83.5% | +28.3% |
| All | -53.2% | +248.1% | -301.3% | -56.2% |
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 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