+242.5%
GLDM vs ITOT
+202.7%
+39.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.7% |
| 7D | +0.7% | +0.7% | +0.1% | +0.7% |
| 30D | +0.3% | -1.1% | +1.4% | +0.4% |
| 3M | +0.7% | +3.9% | -3.2% | +0.3% |
| 6M | -15.4% | +14.7% | -30.2% | -16.4% |
| YTD | +1.0% | +13.3% | -12.3% | -0.1% |
| 1Y | +19.7% | +19.1% | +0.6% | +18.0% |
| 3Y | +126.5% | +77.3% | +49.2% | +116.9% |
| 5Y | +142.5% | +74.1% | +68.4% | +131.1% |
| All | +242.5% | +202.7% | +39.8% | +215.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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