+22.9%
IJR vs GLDM
+20.2%
+2.7%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +18.3% |
| YTD | +20.6% | +1.0% | +19.6% | +19.5% |
| 1Y | +22.9% | +19.7% | +3.1% | +20.9% |
| All | +22.9% | +20.2% | +2.7% | +20.9% |
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