+248.5%
GLDM vs IAG
+265.7%
-17.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.5% |
| 7D | -0.5% | -0.5% | 0.0% | -0.5% |
| 30D | +4.4% | +28.9% | -24.5% | -0.4% |
| 3M | -1.1% | +19.1% | -20.2% | -4.6% |
| 6M | -13.7% | -10.3% | -3.4% | -13.0% |
| YTD | +2.8% | +24.2% | -21.4% | -2.0% |
| 1Y | +24.8% | +116.5% | -91.6% | +8.8% |
| 3Y | +127.8% | +742.8% | -615.0% | +56.9% |
| 5Y | +141.1% | +753.3% | -612.2% | +57.9% |
| All | +248.5% | +265.7% | -17.2% | +145.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling