+41.0%
IJR vs GLDM
+143.3%
-102.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | -0.2% | -0.5% | +0.4% | -0.1% |
| 30D | -2.4% | +4.4% | -6.8% | -3.0% |
| 3M | +3.9% | -1.1% | +5.0% | +4.0% |
| 6M | +12.4% | -13.7% | +26.1% | +14.3% |
| YTD | +21.5% | +2.8% | +18.7% | +20.5% |
| 1Y | +24.0% | +24.8% | -0.9% | +19.7% |
| 3Y | +49.7% | +127.8% | -78.1% | +28.8% |
| All | +41.0% | +143.3% | -102.3% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling