+222.0%
GLDM vs IRM
+363.2%
-141.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -11.1% | +11.9% | +1.7% |
| 7D | +1.9% | -10.9% | +12.8% | +2.8% |
| 30D | -1.7% | -9.4% | +7.8% | -1.0% |
| 3M | -3.5% | -16.4% | +12.8% | -2.3% |
| 6M | -10.1% | -18.7% | +8.7% | -8.8% |
| YTD | -5.0% | +30.1% | -35.2% | -6.8% |
| 1Y | +2.8% | +8.5% | -5.8% | +2.0% |
| 3Y | +105.1% | +88.0% | +17.1% | +96.0% |
| 5Y | +124.3% | +167.6% | -43.3% | +109.8% |
| All | +222.0% | +363.2% | -141.2% | +191.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling