+56.5%
IOT vs GLDM
+147.4%
-90.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.7% | -3.9% |
| 7D | +5.1% | +0.2% | +4.9% | +5.0% |
| 30D | -3.0% | +0.3% | -3.3% | -3.1% |
| 3M | +15.0% | +3.3% | +11.7% | +14.4% |
| 6M | +13.1% | -14.5% | +27.6% | +16.1% |
| YTD | +9.0% | +1.9% | +7.1% | +8.1% |
| 1Y | +0.1% | +21.1% | -21.0% | -5.8% |
| 3Y | +26.4% | +128.6% | -102.2% | -4.7% |
| All | +56.5% | +147.4% | -90.9% | +0.8% |
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