+222.0%
GLDM vs IBB
+94.6%
+127.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.0% | +5.9% | +1.3% |
| 7D | +1.9% | -3.6% | +5.5% | +2.2% |
| 30D | -1.7% | +3.4% | -5.1% | -2.0% |
| 3M | -3.5% | +9.5% | -13.0% | -4.4% |
| 6M | -10.1% | +23.3% | -33.4% | -11.8% |
| YTD | -5.0% | +24.5% | -29.6% | -7.0% |
| 1Y | +2.8% | +32.9% | -30.1% | +0.3% |
| 3Y | +105.1% | +76.6% | +28.6% | +96.6% |
| 5Y | +124.3% | +35.5% | +88.8% | +117.5% |
| All | +222.0% | +94.6% | +127.4% | +206.5% |
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