+24.2%
IJR vs GLDM
+2.8%
+21.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.3% | +0.7% |
| 7D | +2.3% | -0.3% | +2.5% | +2.3% |
| 30D | +2.8% | -1.9% | +4.7% | +3.1% |
| 3M | -4.6% | -0.4% | -4.2% | -4.6% |
| 6M | +5.7% | -10.1% | +15.7% | +7.4% |
| YTD | +19.9% | -5.8% | +25.8% | +18.1% |
| 1Y | +24.2% | +3.1% | +21.1% | +16.3% |
| All | +24.2% | +2.8% | +21.4% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling