+105.0%
GLDM vs IRM
+90.1%
+15.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | +4.7% | -8.6% | +13.3% | +5.7% |
| 30D | -0.9% | -8.0% | +7.1% | 0.0% |
| 3M | -4.3% | -12.0% | +7.7% | -3.1% |
| 6M | -13.4% | -18.2% | +4.8% | -11.6% |
| YTD | -5.8% | +31.4% | -37.2% | -8.2% |
| 1Y | +2.1% | +9.2% | -7.1% | +1.1% |
| 3Y | +105.0% | +94.6% | +10.4% | +84.1% |
| All | +105.0% | +90.1% | +15.0% | +84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling