+10.6%
IBKR vs GLDM
+2.8%
+7.9%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.1% | -1.5% |
| 7D | -6.8% | -0.3% | -6.5% | -6.6% |
| 30D | -12.5% | -1.9% | -10.7% | -11.5% |
| 3M | -12.0% | -0.4% | -11.7% | -11.4% |
| 6M | -4.5% | -10.1% | +5.6% | +0.7% |
| YTD | +21.5% | -5.8% | +27.3% | +15.7% |
| 1Y | +10.6% | +3.1% | +7.5% | -9.5% |
| All | +10.6% | +2.8% | +7.9% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 1y: compounded portfolio wealth divided by compounded GLDM 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…
1y analysis · Full analysis span regression · 6 months rolling