-1.5%
IP vs GLDM
+221.7%
-223.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.0% |
| 7D | -5.0% | +1.9% | -6.9% | -5.1% |
| 30D | +6.5% | -1.7% | +8.2% | +6.6% |
| 3M | -18.0% | -3.5% | -14.5% | -17.9% |
| 6M | +10.3% | -10.1% | +20.4% | +10.6% |
| YTD | -9.9% | -5.0% | -4.8% | -9.5% |
| 1Y | -1.1% | +2.8% | -3.8% | -0.4% |
| 3Y | +13.0% | +105.1% | -92.1% | +13.8% |
| 5Y | -12.3% | +124.3% | -136.6% | -12.6% |
| All | -1.5% | +221.7% | -223.1% | +4.0% |
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