+159.7%
RIOT vs GLDM
+225.0%
-65.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.8% | +4.1% |
| 7D | +49.2% | +5.0% | +44.2% | +43.1% |
| 30D | +4.6% | -1.3% | +5.9% | +6.2% |
| 3M | -13.9% | -4.7% | -9.2% | -9.5% |
| 6M | -26.7% | -12.4% | -14.3% | -17.4% |
| YTD | +39.4% | -4.1% | +43.4% | +48.0% |
| 1Y | +3.8% | +3.3% | +0.5% | +4.2% |
| 3Y | +73.0% | +110.9% | -38.0% | -15.3% |
| 5Y | -55.7% | +124.8% | -180.5% | -80.2% |
| All | +159.7% | +225.0% | -65.3% | -37.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling