+204.3%
GLDM vs IBN
+327.0%
-122.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.8% |
| 7D | -5.5% | +5.7% | -11.2% | -5.7% |
| 30D | -7.0% | +20.5% | -27.5% | -7.5% |
| 3M | -12.3% | +15.2% | -27.5% | -12.7% |
| 6M | -17.9% | +34.5% | -52.4% | -18.6% |
| YTD | -10.3% | +16.4% | -26.6% | -10.8% |
| 1Y | -7.8% | +13.5% | -21.3% | -8.2% |
| 3Y | +99.5% | +55.4% | +44.0% | +97.1% |
| 5Y | +106.5% | +73.1% | +33.4% | +103.9% |
| All | +204.3% | +327.0% | -122.7% | +195.3% |
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