-7.8%
GLDM vs IAG
+25.8%
-33.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.1% | +2.3% | -1.0% |
| 7D | -5.5% | -2.1% | -3.4% | -5.0% |
| 30D | -7.0% | -6.2% | -0.8% | -5.5% |
| 3M | -12.3% | -5.1% | -7.1% | -11.4% |
| 6M | -17.9% | -10.0% | -7.9% | -16.5% |
| YTD | -10.3% | +3.9% | -14.2% | -12.7% |
| 1Y | -7.8% | +18.9% | -26.6% | -11.6% |
| All | -7.8% | +25.8% | -33.6% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling