+13.7%
IGV vs GLDM
+125.6%
-112.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.3% |
| 7D | -0.4% | +5.0% | -5.4% | -1.2% |
| 30D | -9.9% | -1.3% | -8.6% | -9.8% |
| 3M | -1.2% | -4.7% | +3.5% | -0.6% |
| 6M | +11.3% | -12.4% | +23.7% | +13.1% |
| YTD | -4.0% | -4.1% | +0.1% | -4.1% |
| 1Y | -7.3% | +3.3% | -10.7% | -8.5% |
| 3Y | +42.8% | +110.9% | -68.2% | +19.2% |
| 5Y | +13.7% | +124.8% | -111.1% | -15.2% |
| All | +13.7% | +125.6% | -112.0% | -15.2% |
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