+487.2%
IBKR vs GLDM
+143.2%
+343.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | +1.3% | +0.2% | +1.1% | +1.3% |
| 30D | -0.3% | +0.3% | -0.6% | -0.3% |
| 3M | +4.7% | +3.3% | +1.4% | +4.3% |
| 6M | +34.0% | -14.5% | +48.5% | +34.0% |
| YTD | +40.8% | +1.9% | +38.9% | +43.1% |
| 1Y | +45.7% | +21.1% | +24.6% | +52.8% |
| 3Y | +288.4% | +128.6% | +159.8% | +376.5% |
| 5Y | +487.2% | +143.8% | +343.4% | +612.7% |
| All | +487.2% | +143.2% | +343.9% | +612.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling