+97.3%
IEFA vs GLDM
+225.0%
-127.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.9% | +1.2% | +2.5% |
| 7D | +1.1% | +5.0% | -3.9% | -0.2% |
| 30D | +1.2% | -1.3% | +2.5% | +1.5% |
| 3M | -3.4% | -4.7% | +1.3% | -2.3% |
| 6M | +2.0% | -12.4% | +14.4% | +5.3% |
| YTD | +11.0% | -4.1% | +15.0% | +11.3% |
| 1Y | +15.2% | +3.3% | +11.9% | +13.3% |
| 3Y | +68.4% | +110.9% | -42.6% | +36.7% |
| 5Y | +48.4% | +124.8% | -76.4% | +17.0% |
| All | +97.3% | +225.0% | -127.7% | +52.5% |
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 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