-11.5%
IREN vs GLDM
+117.0%
-128.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -0.8% | +20.8% | +20.7% |
| 7D | -9.6% | +4.7% | -14.3% | -14.3% |
| 30D | -44.1% | -0.9% | -43.2% | -43.8% |
| 3M | -42.9% | -4.3% | -38.6% | -40.4% |
| 6M | -64.5% | -13.4% | -51.1% | -59.4% |
| YTD | -42.7% | -5.8% | -36.9% | -37.7% |
| 1Y | -67.7% | +2.1% | -69.7% | -66.9% |
| 3Y | +547.9% | +105.0% | +442.9% | +237.4% |
| All | -11.5% | +117.0% | -128.5% | -60.7% |
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 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