+219.4%
GLDM vs IRM
+367.7%
-148.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | +4.7% | -8.6% | +13.3% | +5.3% |
| 30D | -0.9% | -8.0% | +7.1% | -0.3% |
| 3M | -4.3% | -12.0% | +7.7% | -3.5% |
| 6M | -13.4% | -18.2% | +4.8% | -12.2% |
| YTD | -5.8% | +31.4% | -37.2% | -7.6% |
| 1Y | +2.1% | +9.2% | -7.1% | +1.2% |
| 3Y | +105.0% | +94.6% | +10.4% | +95.5% |
| 5Y | +122.5% | +170.2% | -47.7% | +108.0% |
| All | +219.4% | +367.7% | -148.3% | +188.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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