+204.7%
GLDM vs IONS
-31.4%
+236.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.3% | -0.1% |
| 7D | -4.6% | -26.3% | +21.7% | -3.9% |
| 30D | -5.5% | -31.9% | +26.5% | -4.5% |
| 3M | -10.9% | -48.0% | +37.1% | -9.3% |
| 6M | -17.3% | -62.6% | +45.2% | -15.2% |
| YTD | -10.2% | -63.3% | +53.1% | -7.8% |
| 1Y | -6.9% | -58.4% | +51.5% | -4.7% |
| 3Y | +98.7% | -38.2% | +136.9% | +100.9% |
| 5Y | +106.7% | -11.1% | +117.8% | +107.9% |
| All | +204.7% | -31.4% | +236.0% | +205.9% |
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