+216.8%
GLDM vs IVZ
+55.4%
+161.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | +2.9% | +2.2% | +0.7% | +2.8% |
| 30D | -3.9% | -2.2% | -1.7% | -3.9% |
| 3M | -8.1% | -8.4% | +0.3% | -8.0% |
| 6M | -14.7% | +6.2% | -20.9% | -14.8% |
| YTD | -6.6% | +12.4% | -19.0% | -6.8% |
| 1Y | -2.1% | +26.0% | -28.1% | -2.4% |
| 3Y | +107.7% | +147.9% | -40.2% | +106.0% |
| 5Y | +116.5% | +38.8% | +77.7% | +113.6% |
| All | +216.8% | +55.4% | +161.3% | +217.1% |
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