-26.3%
IREN vs GLDM
+118.7%
-145.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -55.7% |
| 3M | -53.6% | -3.5% | -50.1% | -51.9% |
| 6M | -67.1% | -10.1% | -57.0% | -63.4% |
| YTD | -52.3% | -5.0% | -47.2% | -48.4% |
| 1Y | -76.4% | +2.8% | -79.2% | -76.0% |
| 3Y | +416.6% | +105.1% | +311.5% | +169.4% |
| All | -26.3% | +118.7% | -145.0% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling