+139.7%
ICE vs GLDM
+248.1%
-108.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.9% |
| 7D | -0.7% | -0.5% | -0.1% | -0.6% |
| 30D | +7.6% | +4.4% | +3.2% | +7.1% |
| 3M | +13.9% | -1.1% | +15.0% | +14.0% |
| 6M | -2.4% | -13.7% | +11.3% | -0.8% |
| YTD | +0.3% | +2.8% | -2.5% | -1.0% |
| 1Y | -6.4% | +24.8% | -31.3% | -10.7% |
| 3Y | +43.1% | +127.8% | -84.7% | +21.8% |
| 5Y | +42.1% | +141.1% | -99.0% | +18.0% |
| All | +139.7% | +248.1% | -108.5% | +106.7% |
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