+219.4%
GLDM vs IBB
+97.9%
+121.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.0% |
| 7D | +4.7% | -1.8% | +6.5% | +4.8% |
| 30D | -0.9% | +5.1% | -5.9% | -1.4% |
| 3M | -4.3% | +10.7% | -15.0% | -5.3% |
| 6M | -13.4% | +22.9% | -36.3% | -15.1% |
| YTD | -5.8% | +26.7% | -32.5% | -7.9% |
| 1Y | +2.1% | +35.1% | -33.1% | -0.6% |
| 3Y | +105.0% | +80.2% | +24.8% | +96.1% |
| 5Y | +122.5% | +37.8% | +84.6% | +115.4% |
| All | +219.4% | +97.9% | +121.4% | +203.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling