+124.8%
GLDM vs IAG
+540.0%
-415.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.8% | -3.9% | +0.7% |
| 7D | +5.0% | +24.0% | -19.0% | +0.4% |
| 30D | -1.3% | +5.5% | -6.8% | -2.6% |
| 3M | -4.7% | +8.3% | -13.0% | -6.5% |
| 6M | -12.4% | +6.1% | -18.5% | -14.3% |
| YTD | -4.1% | +20.3% | -24.4% | -8.5% |
| 1Y | +3.3% | +56.5% | -53.1% | -5.6% |
| 3Y | +110.9% | +762.6% | -651.7% | +47.0% |
| 5Y | +124.8% | +546.3% | -421.5% | +54.1% |
| All | +124.8% | +540.0% | -415.2% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling