+62.8%
IOT vs GLDM
+149.4%
-86.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.6% | +3.9% |
| 7D | -2.3% | -0.5% | -1.8% | -2.2% |
| 30D | +3.8% | +4.4% | -0.6% | +3.1% |
| 3M | +14.2% | -1.1% | +15.2% | +14.4% |
| 6M | +40.1% | -13.7% | +53.8% | +43.6% |
| YTD | +13.4% | +2.8% | +10.6% | +12.3% |
| 1Y | +12.2% | +24.8% | -12.7% | +4.7% |
| 3Y | +30.0% | +127.8% | -97.8% | -1.9% |
| All | +62.8% | +149.4% | -86.6% | +4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling