+7.2%
IP vs GLDM
+248.1%
-241.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.2% |
| 7D | -5.3% | -0.5% | -4.7% | -5.2% |
| 30D | -10.9% | +4.4% | -15.3% | -11.0% |
| 3M | +11.2% | -1.1% | +12.2% | +11.0% |
| 6M | -10.2% | -13.7% | +3.4% | -10.4% |
| YTD | -2.0% | +2.8% | -4.8% | -2.0% |
| 1Y | -19.1% | +24.8% | -43.9% | -18.5% |
| 3Y | +20.9% | +127.8% | -107.0% | +21.3% |
| 5Y | -17.8% | +141.1% | -159.0% | -18.5% |
| All | +7.2% | +248.1% | -241.0% | +12.7% |
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