+106.7%
GLDM vs IAG
+573.1%
-466.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | +1.9% | +4.5% | -2.7% | +0.6% |
| 30D | -1.7% | -5.7% | +4.0% | -0.5% |
| 3M | -3.5% | +10.1% | -13.7% | -6.3% |
| 6M | -10.1% | +7.3% | -17.4% | -12.7% |
| YTD | -5.0% | +6.1% | -11.2% | -7.6% |
| 1Y | +2.8% | +46.8% | -44.0% | -6.1% |
| All | +106.7% | +573.1% | -466.4% | +44.5% |
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