+242.5%
GLDM vs IFF
-15.1%
+257.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.7% |
| 7D | +0.7% | -0.2% | +0.9% | +0.8% |
| 30D | +0.3% | -0.3% | +0.6% | +0.3% |
| 3M | +0.7% | +18.6% | -17.9% | -0.2% |
| 6M | -15.4% | +17.4% | -32.8% | -16.2% |
| YTD | +1.0% | +28.5% | -27.5% | -0.3% |
| 1Y | +19.7% | +32.5% | -12.8% | +18.0% |
| 3Y | +126.5% | +34.1% | +92.4% | +123.7% |
| 5Y | +142.5% | -35.2% | +177.7% | +140.5% |
| All | +242.5% | -15.1% | +257.6% | +240.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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