+91.5%
IEFA vs GLDM
+219.1%
-127.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -1.6% | +4.7% | -6.2% | -2.7% |
| 30D | -1.5% | -0.9% | -0.6% | -1.3% |
| 3M | -5.2% | -4.3% | -0.9% | -4.2% |
| 6M | -1.6% | -13.4% | +11.8% | +1.8% |
| YTD | +7.7% | -5.8% | +13.5% | +8.5% |
| 1Y | +12.2% | +2.1% | +10.2% | +10.7% |
| 3Y | +62.1% | +105.0% | -43.0% | +32.5% |
| 5Y | +43.7% | +122.5% | -78.8% | +13.6% |
| All | +91.5% | +219.1% | -127.6% | +48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling