-0.3%
GLDM vs IRE
-98.0%
+97.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -33.9% | +34.8% | +2.1% |
| 7D | +1.9% | -57.1% | +59.0% | +4.6% |
| 30D | -1.7% | -84.4% | +82.7% | +4.5% |
| 3M | -3.5% | -85.0% | +81.4% | +2.0% |
| 6M | -10.1% | -95.2% | +85.2% | -2.8% |
| YTD | -5.0% | -93.9% | +88.9% | +0.8% |
| 1Y | +2.8% | -98.8% | +101.6% | +9.7% |
| All | -0.3% | -98.0% | +97.7% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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