+222.0%
GLDM vs IVZ
+45.8%
+176.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.0% | +8.9% | +1.0% |
| 7D | +1.9% | -6.7% | +8.6% | +2.0% |
| 30D | -1.7% | -10.9% | +9.2% | -1.4% |
| 3M | -3.5% | -14.8% | +11.3% | -3.2% |
| 6M | -10.1% | +2.4% | -12.5% | -10.1% |
| YTD | -5.0% | +5.4% | -10.5% | -5.1% |
| 1Y | +2.8% | +19.6% | -16.8% | +2.6% |
| 3Y | +105.1% | +122.4% | -17.3% | +103.8% |
| 5Y | +124.3% | +28.8% | +95.5% | +121.7% |
| All | +222.0% | +45.8% | +176.2% | +222.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling