+124.3%
GLDM vs IRM
+173.7%
-49.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -11.1% | +11.9% | +2.1% |
| 7D | +1.9% | -10.9% | +12.8% | +3.1% |
| 30D | -1.7% | -9.4% | +7.8% | -0.7% |
| 3M | -3.5% | -16.4% | +12.8% | -1.8% |
| 6M | -10.1% | -18.7% | +8.7% | -8.3% |
| YTD | -5.0% | +30.1% | -35.2% | -7.5% |
| 1Y | +2.8% | +8.5% | -5.8% | +1.7% |
| 3Y | +105.1% | +88.0% | +17.1% | +90.5% |
| 5Y | +124.3% | +167.6% | -43.3% | +103.7% |
| All | +124.3% | +173.7% | -49.4% | +103.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling