+92.5%
IJR vs GLDM
+242.2%
-149.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.5% |
| 7D | +0.9% | +0.7% | +0.2% | +0.8% |
| 30D | -3.1% | +0.3% | -3.5% | -3.2% |
| 3M | +4.4% | +0.7% | +3.7% | +4.2% |
| 6M | +16.1% | -15.4% | +31.6% | +18.1% |
| YTD | +20.6% | +1.0% | +19.6% | +20.1% |
| 1Y | +22.9% | +19.7% | +3.1% | +20.0% |
| 3Y | +55.2% | +126.5% | -71.3% | +39.4% |
| 5Y | +41.1% | +142.5% | -101.4% | +24.4% |
| All | +92.5% | +242.2% | -149.7% | +79.5% |
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