+172.9%
IGV vs GLDM
+221.7%
-48.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.5% |
| 7D | -8.3% | +1.9% | -10.2% | -8.6% |
| 30D | -10.9% | -1.7% | -9.2% | -10.7% |
| 3M | -2.3% | -3.5% | +1.3% | -1.7% |
| 6M | +12.2% | -10.1% | +22.3% | +14.0% |
| YTD | -6.3% | -5.0% | -1.3% | -6.2% |
| 1Y | -11.4% | +2.8% | -14.2% | -12.6% |
| 3Y | +41.5% | +105.1% | -63.6% | +19.0% |
| 5Y | +12.8% | +124.3% | -111.5% | -8.6% |
| All | +172.9% | +221.7% | -48.8% | +131.6% |
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