+219.4%
GLDM vs IONS
-6.9%
+226.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.9% |
| 7D | +4.7% | -9.4% | +14.1% | +5.0% |
| 30D | -0.9% | -10.7% | +9.9% | -0.5% |
| 3M | -4.3% | -27.7% | +23.3% | -3.4% |
| 6M | -13.4% | -48.7% | +35.3% | -11.9% |
| YTD | -5.8% | -50.2% | +44.4% | -4.1% |
| 1Y | +2.1% | -46.8% | +48.9% | +3.8% |
| 3Y | +105.0% | -14.8% | +119.9% | +105.7% |
| 5Y | +122.5% | +17.0% | +105.5% | +122.1% |
| All | +219.4% | -6.9% | +226.3% | +218.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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