+116.5%
GLDM vs IBN
+73.9%
+42.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.9% | -2.7% |
| 7D | +2.9% | +15.8% | -12.9% | +2.2% |
| 30D | -3.9% | +25.1% | -29.0% | -4.8% |
| 3M | -8.1% | +16.0% | -24.1% | -8.7% |
| 6M | -14.7% | +32.8% | -47.5% | -15.6% |
| YTD | -6.6% | +18.0% | -24.6% | -7.5% |
| 1Y | -2.1% | +15.9% | -17.9% | -3.0% |
| 3Y | +107.7% | +57.6% | +50.0% | +105.4% |
| 5Y | +116.5% | +74.7% | +41.8% | +119.3% |
| All | +116.5% | +73.9% | +42.5% | +119.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling