+36.6%
ICE vs GLDM
+126.2%
-89.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.6% |
| 7D | +6.7% | +1.9% | +4.8% | +6.5% |
| 30D | +13.4% | -1.7% | +15.0% | +13.5% |
| 3M | +16.5% | -3.5% | +20.0% | +16.8% |
| 6M | +12.8% | -10.1% | +22.9% | +13.7% |
| YTD | +8.5% | -5.0% | +13.6% | +7.9% |
| 1Y | +20.6% | +2.8% | +17.8% | +18.6% |
| 3Y | +67.4% | +105.1% | -37.7% | +43.8% |
| 5Y | +36.6% | +124.3% | -87.7% | +5.8% |
| All | +36.6% | +126.2% | -89.6% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling