+204.3%
GLDM vs IFF
-19.9%
+224.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | -2.7% |
| 7D | -5.5% | -6.9% | +1.4% | -5.1% |
| 30D | -7.0% | -8.9% | +1.9% | -6.6% |
| 3M | -12.3% | -3.7% | -8.6% | -12.2% |
| 6M | -17.9% | +3.5% | -21.4% | -18.2% |
| YTD | -10.3% | +21.2% | -31.5% | -11.2% |
| 1Y | -7.8% | +25.6% | -33.4% | -8.9% |
| 3Y | +99.5% | +19.7% | +79.7% | +97.6% |
| 5Y | +106.5% | -39.8% | +146.3% | +105.2% |
| All | +204.3% | -19.9% | +224.1% | +203.2% |
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