+219.3%
GLDM vs IBN
+288.1%
-68.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.8% | -0.1% | +3.6% |
| 7D | -0.3% | +8.9% | -9.2% | -0.5% |
| 30D | -1.9% | +12.6% | -14.5% | -2.2% |
| 3M | -0.4% | +3.1% | -3.5% | -0.5% |
| 6M | -10.1% | +20.6% | -30.7% | -10.5% |
| YTD | -5.8% | +5.8% | -11.6% | -6.1% |
| 1Y | +3.1% | +3.7% | -0.6% | +2.9% |
| 3Y | +103.4% | +40.3% | +63.1% | +101.6% |
| 5Y | +125.5% | +58.0% | +67.5% | +123.4% |
| All | +219.3% | +288.1% | -68.8% | +210.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling