+95.3%
IEMG vs GLDM
+239.3%
-144.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.4% |
| 7D | -0.9% | -3.4% | +2.5% | +0.2% |
| 30D | +2.1% | -1.1% | +3.2% | +2.4% |
| 3M | +4.6% | +5.9% | -1.3% | +2.6% |
| 6M | +14.0% | -16.9% | +30.9% | +20.2% |
| YTD | +22.3% | +0.2% | +22.2% | +21.8% |
| 1Y | +30.7% | +18.6% | +12.1% | +23.5% |
| 3Y | +83.2% | +124.6% | -41.4% | +42.2% |
| 5Y | +47.0% | +140.6% | -93.6% | +10.8% |
| All | +95.3% | +239.3% | -144.0% | +40.9% |
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