+106.7%
GLDM vs IVZ
+122.1%
-15.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.0% | +8.9% | +1.6% |
| 7D | +1.9% | -6.7% | +8.6% | +2.5% |
| 30D | -1.7% | -10.9% | +9.2% | -0.7% |
| 3M | -3.5% | -14.8% | +11.3% | -2.2% |
| 6M | -10.1% | +2.4% | -12.5% | -10.1% |
| YTD | -5.0% | +5.4% | -10.5% | -5.5% |
| 1Y | +2.8% | +19.6% | -16.8% | +1.8% |
| All | +106.7% | +122.1% | -15.4% | +94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling