-19.5%
IBM vs GLDM
+1.8%
-21.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | -5.0% | +4.7% | -9.6% | -4.9% |
| 30D | +11.1% | -0.9% | +12.0% | +11.1% |
| 3M | +5.7% | -4.3% | +10.0% | +5.8% |
| 6M | +10.1% | -13.4% | +23.5% | +10.3% |
| YTD | -15.6% | -5.8% | -9.8% | -19.2% |
| 1Y | -19.5% | +2.1% | -21.6% | -27.8% |
| All | -19.5% | +1.8% | -21.3% | -27.8% |
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