-7.8%
IEF vs GLDM
+107.1%
-114.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.0% | -4.6% | +2.6% | -1.4% |
| 30D | +0.7% | -5.5% | +6.2% | +1.4% |
| 3M | -2.5% | -10.9% | +8.4% | -1.2% |
| 6M | -2.6% | -17.3% | +14.8% | -0.4% |
| YTD | -3.2% | -10.2% | +7.0% | -3.1% |
| 1Y | -3.0% | -6.9% | +3.9% | -3.6% |
| 3Y | +10.5% | +98.7% | -88.1% | -10.6% |
| All | -7.8% | +107.1% | -114.9% | -27.3% |
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