-12.4%
IREN vs GLDM
+121.0%
-133.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -2.9% | -2.7% |
| 7D | -2.8% | +5.0% | -7.7% | -7.9% |
| 30D | -39.2% | -1.3% | -37.9% | -38.5% |
| 3M | -48.1% | -4.7% | -43.4% | -45.6% |
| 6M | -65.0% | -12.4% | -52.6% | -60.4% |
| YTD | -43.3% | -4.1% | -39.3% | -39.4% |
| 1Y | -65.7% | +3.3% | -69.0% | -65.3% |
| 3Y | +620.9% | +110.9% | +509.9% | +265.4% |
| All | -12.4% | +121.0% | -133.5% | -61.8% |
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 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