+23.9%
IP vs GLDM
+128.8%
-104.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.3% |
| 7D | -5.3% | -0.5% | -4.7% | -5.2% |
| 30D | -10.9% | +4.4% | -15.3% | -11.1% |
| 3M | +11.2% | -1.1% | +12.2% | +10.9% |
| 6M | -10.2% | -13.7% | +3.4% | -10.7% |
| YTD | -2.0% | +2.8% | -4.8% | -1.6% |
| 1Y | -19.1% | +24.8% | -43.9% | -16.8% |
| All | +23.9% | +128.8% | -104.8% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling