-3.6%
GLDM vs IRM
+12.7%
-16.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.4% |
| 7D | -2.0% | -5.3% | +3.3% | -1.3% |
| 30D | -4.4% | -2.3% | -2.1% | -4.3% |
| 3M | -8.8% | -7.4% | -1.4% | -8.1% |
| 6M | -15.9% | -12.2% | -3.7% | -14.5% |
| YTD | -7.7% | +38.6% | -46.3% | -10.0% |
| 1Y | -3.6% | +14.9% | -18.5% | -5.4% |
| All | -3.6% | +12.7% | -16.3% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling