+204.7%
GLDM vs IAG
+209.3%
-4.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -0.1% |
| 7D | -4.6% | -7.7% | +3.1% | -3.2% |
| 30D | -5.5% | +1.6% | -7.0% | -5.9% |
| 3M | -10.9% | -2.4% | -8.4% | -10.8% |
| 6M | -17.3% | -7.8% | -9.5% | -16.9% |
| YTD | -10.2% | +5.0% | -15.2% | -12.0% |
| 1Y | -6.9% | +25.7% | -32.6% | -11.4% |
| 3Y | +98.7% | +694.5% | -595.8% | +38.9% |
| 5Y | +106.7% | +421.7% | -314.9% | +46.8% |
| All | +204.7% | +209.3% | -4.6% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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