+98.7%
GLDM vs ITOT
+77.6%
+21.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -4.6% | +2.5% | -7.1% | -5.3% |
| 30D | -5.5% | -1.7% | -3.8% | -5.0% |
| 3M | -10.9% | -3.4% | -7.5% | -10.0% |
| 6M | -17.3% | +2.1% | -19.4% | -17.6% |
| YTD | -10.2% | +11.5% | -21.6% | -12.0% |
| 1Y | -6.9% | +13.6% | -20.6% | -9.1% |
| 3Y | +98.7% | +77.2% | +21.4% | +71.6% |
| All | +98.7% | +77.6% | +21.0% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling