+100.3%
IEMG vs GLDM
+248.1%
-147.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.5% | +1.9% |
| 7D | +2.2% | -0.5% | +2.8% | +2.4% |
| 30D | +4.6% | +4.4% | +0.2% | +3.1% |
| 3M | +0.4% | -1.1% | +1.4% | +0.6% |
| 6M | +16.4% | -13.7% | +30.0% | +21.2% |
| YTD | +25.4% | +2.8% | +22.7% | +23.9% |
| 1Y | +38.3% | +24.8% | +13.4% | +28.6% |
| 3Y | +84.1% | +127.8% | -43.7% | +42.1% |
| 5Y | +49.0% | +141.1% | -92.2% | +12.0% |
| All | +100.3% | +248.1% | -147.8% | +43.3% |
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