+2.6%
IP vs GLDM
+219.0%
-216.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.2% | +1.3% |
| 7D | +3.4% | -0.3% | +3.7% | +3.4% |
| 30D | +11.2% | -1.9% | +13.1% | +11.3% |
| 3M | -14.8% | -0.4% | -14.4% | -14.7% |
| 6M | +17.3% | -10.1% | +27.4% | +17.6% |
| YTD | -6.2% | -5.8% | -0.3% | -5.7% |
| 1Y | +2.3% | +3.1% | -0.8% | +3.1% |
| 3Y | +17.7% | +103.4% | -85.7% | +18.6% |
| 5Y | -8.4% | +125.5% | -134.0% | -8.7% |
| All | +2.6% | +219.0% | -216.4% | +8.4% |
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