+130.5%
GLDM vs IFF
+31.4%
+99.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -0.5% | -1.8% | +1.3% | -0.3% |
| 30D | +4.4% | -2.0% | +6.4% | +4.6% |
| 3M | -1.1% | +18.5% | -19.6% | -3.4% |
| 6M | -13.7% | +11.7% | -25.3% | -15.5% |
| YTD | +2.8% | +29.6% | -26.8% | -0.9% |
| 1Y | +24.8% | +35.0% | -10.1% | +19.7% |
| All | +130.5% | +31.4% | +99.1% | +120.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling