+48.0%
IEFA vs GLDM
+107.1%
-59.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +2.2% | -4.6% | +6.8% | +3.6% |
| 30D | +1.1% | -5.5% | +6.5% | +2.7% |
| 3M | -4.3% | -10.9% | +6.6% | -1.2% |
| 6M | +1.4% | -17.3% | +18.7% | +6.8% |
| YTD | +10.1% | -10.2% | +20.2% | +12.3% |
| 1Y | +12.9% | -6.9% | +19.8% | +13.8% |
| 3Y | +65.8% | +98.7% | -32.9% | +27.4% |
| All | +48.0% | +107.1% | -59.1% | +3.4% |
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