+135.8%
IONQ vs GLDM
+105.8%
+29.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.8% | -11.4% | -11.1% |
| 7D | -16.7% | +1.9% | -18.6% | -17.8% |
| 30D | -38.9% | -1.7% | -37.3% | -38.2% |
| 3M | -33.8% | -3.5% | -30.3% | -32.0% |
| 6M | -44.9% | -10.1% | -34.9% | -40.8% |
| YTD | -41.1% | -5.0% | -36.0% | -36.5% |
| 1Y | -52.3% | +2.8% | -55.1% | -49.9% |
| All | +135.8% | +105.8% | +29.9% | +30.3% |
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