+9.5%
IEF vs GLDM
+212.7%
-203.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | -0.8% | -2.0% | +1.2% | -0.6% |
| 30D | +2.0% | -4.4% | +6.5% | +2.6% |
| 3M | -1.1% | -8.8% | +7.8% | 0.0% |
| 6M | -1.9% | -15.9% | +14.0% | +0.1% |
| YTD | -2.2% | -7.7% | +5.5% | -2.1% |
| 1Y | -2.3% | -3.6% | +1.3% | -3.0% |
| 3Y | +11.6% | +105.2% | -93.7% | -4.3% |
| 5Y | -7.1% | +112.8% | -119.8% | -21.1% |
| All | +9.5% | +212.7% | -203.2% | -14.0% |
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