+18.3%
ICE vs GLDM
+1.8%
+16.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.0% |
| 7D | +2.0% | +4.7% | -2.6% | +2.0% |
| 30D | +12.9% | -0.9% | +13.8% | +12.9% |
| 3M | +15.4% | -4.3% | +19.7% | +15.6% |
| 6M | +13.1% | -13.4% | +26.5% | +13.1% |
| YTD | +7.5% | -5.8% | +13.3% | +3.8% |
| 1Y | +18.3% | +2.1% | +16.3% | +10.4% |
| All | +18.3% | +1.8% | +16.6% | +10.4% |
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