+73.9%
IBM vs GLDM
+128.8%
-54.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | -0.3% | -0.5% | +0.2% | -0.3% |
| 30D | +0.3% | +4.4% | -4.1% | +0.3% |
| 3M | -21.6% | -1.1% | -20.5% | -21.3% |
| 6M | -4.7% | -13.7% | +9.0% | -4.2% |
| YTD | -19.1% | +2.8% | -21.9% | -19.7% |
| 1Y | -2.5% | +24.8% | -27.3% | -5.3% |
| All | +73.9% | +128.8% | -54.8% | +62.1% |
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