+202.0%
IONQ vs GLDM
+108.1%
+93.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.8% | +24.2% | +23.9% |
| 7D | +8.6% | +4.7% | +3.9% | +5.3% |
| 30D | -21.1% | -0.9% | -20.2% | -20.7% |
| 3M | -17.9% | -4.3% | -13.6% | -15.5% |
| 6M | -37.9% | -13.4% | -24.6% | -32.5% |
| YTD | -27.3% | -5.8% | -21.5% | -22.8% |
| 1Y | -43.2% | +2.1% | -45.3% | -41.6% |
| 3Y | +191.0% | +105.0% | +86.0% | +103.4% |
| 5Y | +69.3% | +122.5% | -53.2% | +8.8% |
| All | +202.0% | +108.1% | +93.9% | +96.9% |
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 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