+105.0%
GLDM vs IAG
+621.5%
-516.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.2% | -8.0% | -2.6% |
| 7D | +4.7% | +21.4% | -16.8% | -0.5% |
| 30D | -0.9% | +4.0% | -4.9% | -2.2% |
| 3M | -4.3% | +17.0% | -21.3% | -8.5% |
| 6M | -13.4% | +1.4% | -14.8% | -14.9% |
| YTD | -5.8% | +13.8% | -19.6% | -10.0% |
| 1Y | +2.1% | +55.8% | -53.8% | -8.3% |
| 3Y | +105.0% | +647.4% | -542.4% | +40.8% |
| All | +105.0% | +621.5% | -516.5% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling