+291.3%
IBKR vs GLDM
+126.1%
+165.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.3% |
| 7D | +0.6% | +0.7% | -0.1% | +0.5% |
| 30D | +3.7% | +0.3% | +3.3% | +3.7% |
| 3M | +4.2% | +0.7% | +3.5% | +4.0% |
| 6M | +36.6% | -15.4% | +52.1% | +39.6% |
| YTD | +41.9% | +1.0% | +40.9% | +44.1% |
| 1Y | +49.5% | +19.7% | +29.7% | +54.5% |
| 3Y | +291.3% | +126.5% | +164.8% | +367.3% |
| All | +291.3% | +126.1% | +165.2% | +367.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling