+2.1%
GLDM vs IBB
+35.8%
-33.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.4% |
| 7D | +4.7% | -1.8% | +6.5% | +5.2% |
| 30D | -0.9% | +5.1% | -5.9% | -3.1% |
| 3M | -4.3% | +10.7% | -15.0% | -8.6% |
| 6M | -13.4% | +22.9% | -36.3% | -21.0% |
| YTD | -5.8% | +26.7% | -32.5% | -15.1% |
| 1Y | +2.1% | +35.1% | -33.1% | -8.7% |
| All | +2.1% | +35.8% | -33.7% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling