+88.3%
IJR vs GLDM
+204.4%
-116.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.2% | -4.6% | +6.8% | +2.8% |
| 30D | +3.8% | -5.5% | +9.3% | +4.5% |
| 3M | -5.7% | -10.9% | +5.1% | -4.5% |
| 6M | +4.6% | -17.3% | +22.0% | +6.9% |
| YTD | +18.0% | -10.2% | +28.1% | +19.1% |
| 1Y | +21.8% | -6.9% | +28.7% | +22.5% |
| 3Y | +61.1% | +98.7% | -37.6% | +47.0% |
| 5Y | +27.3% | +106.7% | -79.4% | +14.2% |
| All | +88.3% | +204.4% | -116.0% | +78.0% |
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