+204.3%
GLDM vs IVZ
+53.3%
+151.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.8% |
| 7D | -5.5% | +5.1% | -10.6% | -5.6% |
| 30D | -7.0% | -1.6% | -5.4% | -7.0% |
| 3M | -12.3% | -9.1% | -3.2% | -12.1% |
| 6M | -17.9% | +1.8% | -19.7% | -18.0% |
| YTD | -10.3% | +10.8% | -21.1% | -10.5% |
| 1Y | -7.8% | +19.1% | -26.9% | -8.0% |
| 3Y | +99.5% | +144.4% | -44.9% | +97.9% |
| 5Y | +106.5% | +33.6% | +72.9% | +103.7% |
| All | +204.3% | +53.3% | +151.0% | +204.7% |
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