+108.3%
IONQ vs GLDM
+128.8%
-20.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.8% |
| 7D | +0.8% | -0.5% | +1.3% | +1.2% |
| 30D | -1.0% | +4.4% | -5.4% | -3.1% |
| 3M | -39.8% | -1.1% | -38.8% | -39.2% |
| 6M | +6.4% | -13.7% | +20.1% | +14.6% |
| YTD | -11.9% | +2.8% | -14.7% | -9.5% |
| 1Y | -6.2% | +24.8% | -31.0% | -9.7% |
| All | +108.3% | +128.8% | -20.4% | +42.4% |
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