+439.8%
IREN vs GLDM
+105.8%
+334.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +0.8% | -17.8% | -17.7% |
| 7D | -31.3% | +1.9% | -33.2% | -32.9% |
| 30D | -56.3% | -1.7% | -54.6% | -55.6% |
| 3M | -53.6% | -3.5% | -50.1% | -51.8% |
| 6M | -67.1% | -10.1% | -57.0% | -63.5% |
| YTD | -52.3% | -5.0% | -47.2% | -47.4% |
| 1Y | -76.4% | +2.8% | -79.2% | -75.2% |
| All | +439.8% | +105.8% | +334.0% | +149.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling