+426.4%
IBKR vs GLDM
+204.0%
+222.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -1.2% |
| 7D | +11.8% | -5.5% | +17.3% | +12.2% |
| 30D | -7.0% | -7.0% | 0.0% | -6.6% |
| 3M | -11.2% | -12.3% | +1.1% | -10.5% |
| 6M | -3.7% | -17.9% | +14.2% | -3.2% |
| YTD | +26.8% | -10.3% | +37.1% | +29.4% |
| 1Y | +12.3% | -7.8% | +20.1% | +15.0% |
| 3Y | +301.2% | +99.5% | +201.7% | +379.5% |
| 5Y | +355.1% | +106.5% | +248.6% | +446.3% |
| All | +426.4% | +204.0% | +222.4% | +637.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling