+219.4%
GLDM vs IVZ
+45.8%
+173.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +4.7% | -2.4% | +7.1% | +4.7% |
| 30D | -0.9% | -11.2% | +10.4% | -0.6% |
| 3M | -4.3% | -14.0% | +9.7% | -4.0% |
| 6M | -13.4% | +0.5% | -13.9% | -13.4% |
| YTD | -5.8% | +5.4% | -11.2% | -5.9% |
| 1Y | +2.1% | +19.5% | -17.4% | +1.9% |
| 3Y | +105.0% | +128.7% | -23.7% | +103.7% |
| 5Y | +122.5% | +28.8% | +93.7% | +119.9% |
| All | +219.4% | +45.8% | +173.6% | +220.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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