+219.4%
GLDM vs IBN
+320.8%
-101.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.2% | -5.0% | -0.9% |
| 7D | +4.7% | +15.1% | -10.4% | +4.2% |
| 30D | -0.9% | +21.6% | -22.5% | -1.4% |
| 3M | -4.3% | +11.2% | -15.5% | -4.6% |
| 6M | -13.4% | +27.8% | -41.2% | -14.0% |
| YTD | -5.8% | +14.7% | -20.5% | -6.3% |
| 1Y | +2.1% | +14.4% | -12.4% | +1.5% |
| 3Y | +105.0% | +52.1% | +52.9% | +102.7% |
| 5Y | +122.5% | +70.7% | +51.8% | +119.9% |
| All | +219.4% | +320.8% | -101.4% | +210.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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