+103.0%
IEFA vs GLDM
+242.2%
-139.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.1% |
| 7D | +1.2% | +0.7% | +0.4% | +1.0% |
| 30D | -0.6% | +0.3% | -0.9% | -0.7% |
| 3M | +6.2% | +0.7% | +5.5% | +5.8% |
| 6M | +11.2% | -15.4% | +26.6% | +15.5% |
| YTD | +14.2% | +1.0% | +13.2% | +13.1% |
| 1Y | +20.0% | +19.7% | +0.3% | +13.5% |
| 3Y | +68.8% | +126.5% | -57.7% | +34.6% |
| 5Y | +52.7% | +142.5% | -89.8% | +18.2% |
| All | +103.0% | +242.2% | -139.2% | +54.9% |
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