+61.1%
IJR vs GLDM
+99.9%
-38.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +2.2% | -4.6% | +6.8% | +2.9% |
| 30D | +3.8% | -5.5% | +9.3% | +4.7% |
| 3M | -5.7% | -10.9% | +5.1% | -4.2% |
| 6M | +4.6% | -17.3% | +22.0% | +7.4% |
| YTD | +18.0% | -10.2% | +28.1% | +19.1% |
| 1Y | +21.8% | -6.9% | +28.7% | +22.4% |
| 3Y | +61.1% | +98.7% | -37.6% | +23.9% |
| All | +61.1% | +99.9% | -38.8% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling