-10.1%
GLDM vs IRE
-90.1%
+80.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -23.2% | +26.9% | +4.5% |
| 7D | -0.3% | -46.8% | +46.6% | +1.8% |
| 30D | -1.9% | -75.5% | +73.6% | +2.7% |
| 3M | -0.4% | -79.4% | +79.0% | +4.2% |
| 6M | -10.1% | -91.3% | +81.2% | -3.4% |
| All | -10.1% | -90.1% | +80.0% | -3.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling