+499.4%
IBKR vs GLDM
+248.1%
+251.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -3.3% | -0.5% | -2.7% | -3.2% |
| 30D | +4.5% | +4.4% | +0.1% | +4.4% |
| 3M | +6.5% | -1.1% | +7.5% | +6.2% |
| 6M | +34.2% | -13.7% | +47.9% | +33.0% |
| YTD | +44.5% | +2.8% | +41.7% | +46.2% |
| 1Y | +44.7% | +24.8% | +19.9% | +51.6% |
| 3Y | +306.7% | +127.8% | +178.9% | +382.3% |
| 5Y | +489.9% | +141.1% | +348.7% | +605.9% |
| All | +499.4% | +248.1% | +251.3% | +732.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling