+67.8%
IOT vs GLDM
+126.7%
-58.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.5% |
| 7D | +0.8% | +2.9% | -2.0% | +0.5% |
| 30D | -0.2% | -3.9% | +3.7% | +0.3% |
| 3M | +4.0% | -8.1% | +12.1% | +5.1% |
| 6M | +39.4% | -14.7% | +54.1% | +42.3% |
| YTD | +16.9% | -6.6% | +23.5% | +17.2% |
| 1Y | +4.1% | -2.1% | +6.1% | +3.1% |
| 3Y | +72.7% | +107.7% | -35.0% | +31.7% |
| All | +67.8% | +126.7% | -58.9% | +9.3% |
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 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