+114.3%
IJH vs GLDM
+245.4%
-131.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | -3.8% | +0.3% | -4.1% | -3.9% |
| 3M | 0.0% | +3.3% | -3.3% | -0.5% |
| 6M | +8.8% | -14.5% | +23.2% | +10.6% |
| YTD | +13.5% | +1.9% | +11.6% | +12.9% |
| 1Y | +15.4% | +21.1% | -5.7% | +12.4% |
| 3Y | +50.9% | +128.6% | -77.7% | +34.5% |
| 5Y | +47.8% | +143.8% | -96.0% | +29.1% |
| All | +114.3% | +245.4% | -131.1% | +97.8% |
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