+156.9%
ICE vs GLDM
+219.1%
-62.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | +2.0% | +4.7% | -2.6% | +1.5% |
| 30D | +12.9% | -0.9% | +13.8% | +12.9% |
| 3M | +15.4% | -4.3% | +19.7% | +15.9% |
| 6M | +13.1% | -13.4% | +26.5% | +14.8% |
| YTD | +7.5% | -5.8% | +13.3% | +7.1% |
| 1Y | +18.3% | +2.1% | +16.3% | +16.5% |
| 3Y | +65.9% | +105.0% | -39.1% | +43.0% |
| 5Y | +35.2% | +122.5% | -87.3% | +13.1% |
| All | +156.9% | +219.1% | -62.2% | +123.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling