+213.0%
GLDM vs IRM
+393.6%
-180.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.3% |
| 7D | -2.0% | -5.3% | +3.3% | -1.6% |
| 30D | -4.4% | -2.3% | -2.1% | -4.3% |
| 3M | -8.8% | -7.4% | -1.4% | -8.4% |
| 6M | -15.9% | -12.2% | -3.7% | -15.2% |
| YTD | -7.7% | +38.6% | -46.3% | -9.8% |
| 1Y | -3.6% | +14.9% | -18.5% | -4.8% |
| 3Y | +105.2% | +108.2% | -2.9% | +94.7% |
| 5Y | +112.8% | +183.8% | -71.1% | +98.0% |
| All | +213.0% | +393.6% | -180.6% | +181.6% |
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