+222.0%
GLDM vs IBN
+303.9%
-81.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.2% | +0.7% |
| 7D | +1.9% | +11.7% | -9.8% | +1.6% |
| 30D | -1.7% | +16.1% | -17.8% | -2.1% |
| 3M | -3.5% | +7.0% | -10.5% | -3.7% |
| 6M | -10.1% | +26.1% | -36.1% | -10.6% |
| YTD | -5.0% | +10.1% | -15.1% | -5.4% |
| 1Y | +2.8% | +8.0% | -5.2% | +2.4% |
| 3Y | +105.1% | +46.0% | +59.1% | +103.1% |
| 5Y | +124.3% | +63.9% | +60.4% | +121.9% |
| All | +222.0% | +303.9% | -81.9% | +213.0% |
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