+150.3%
IBM vs GLDM
+248.1%
-97.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | 0.0% |
| 3M | -21.6% | -1.1% | -20.5% | -21.4% |
| 6M | -4.7% | -13.7% | +9.0% | -3.6% |
| YTD | -19.1% | +2.8% | -21.9% | -19.8% |
| 1Y | -2.5% | +24.8% | -27.3% | -5.6% |
| 3Y | +74.2% | +127.8% | -53.7% | +56.6% |
| 5Y | +113.1% | +141.1% | -28.0% | +88.7% |
| All | +150.3% | +248.1% | -97.8% | +134.3% |
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 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