+23.5%
IGV vs GLDM
+143.3%
-119.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -4.5% | -0.5% | -4.0% | -4.4% |
| 30D | +3.2% | +4.4% | -1.2% | +2.6% |
| 3M | +4.5% | -1.1% | +5.6% | +4.6% |
| 6M | +22.1% | -13.7% | +35.8% | +24.2% |
| YTD | -1.0% | +2.8% | -3.8% | -2.0% |
| 1Y | -2.1% | +24.8% | -27.0% | -6.3% |
| 3Y | +44.6% | +127.8% | -83.2% | +20.5% |
| All | +23.5% | +143.3% | -119.8% | -5.7% |
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 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