-16.1%
IP vs GLDM
+143.3%
-159.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.2% |
| 3M | +11.2% | -1.1% | +12.2% | +11.0% |
| 6M | -10.2% | -13.7% | +3.4% | -10.0% |
| YTD | -2.0% | +2.8% | -4.8% | -2.3% |
| 1Y | -19.1% | +24.8% | -43.9% | -19.3% |
| 3Y | +20.9% | +127.8% | -107.0% | +12.4% |
| All | -16.1% | +143.3% | -159.4% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling