-7.1%
IEF vs GLDM
+121.8%
-128.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +0.1% | +4.7% | -4.6% | -0.4% |
| 30D | +3.1% | -0.9% | +3.9% | +3.2% |
| 3M | -0.5% | -4.3% | +3.8% | 0.0% |
| 6M | -1.6% | -13.4% | +11.8% | 0.0% |
| YTD | -1.6% | -5.8% | +4.2% | -2.0% |
| 1Y | -1.5% | +2.1% | -3.5% | -3.4% |
| 3Y | +12.4% | +105.0% | -92.6% | -8.9% |
| All | -7.1% | +121.8% | -128.9% | -27.5% |
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