+165.2%
ICE vs GLDM
+204.0%
-38.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -1.2% |
| 7D | +2.2% | -5.5% | +7.7% | +2.8% |
| 30D | +13.7% | -7.0% | +20.7% | +14.5% |
| 3M | +17.9% | -12.3% | +30.2% | +19.5% |
| 6M | +15.0% | -17.9% | +32.9% | +17.3% |
| YTD | +10.9% | -10.3% | +21.2% | +11.1% |
| 1Y | +17.0% | -7.8% | +24.8% | +16.7% |
| 3Y | +68.2% | +99.5% | -31.3% | +45.1% |
| 5Y | +40.4% | +106.5% | -66.1% | +18.6% |
| All | +165.2% | +204.0% | -38.7% | +132.0% |
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