-0.8%
IOT vs GLDM
+18.4%
-19.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.6% |
| 7D | -0.8% | -3.4% | +2.6% | -0.8% |
| 30D | -4.7% | -1.1% | -3.6% | -4.6% |
| 3M | +17.8% | +5.9% | +11.9% | +18.1% |
| 6M | +16.8% | -16.9% | +33.7% | +17.3% |
| YTD | +8.4% | +0.2% | +8.3% | +15.2% |
| 1Y | -0.8% | +18.6% | -19.4% | -3.2% |
| All | -0.8% | +18.4% | -19.2% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling