+74.8%
IVV vs GLDM
+105.8%
-31.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.3% | -4.5% |
| 7D | -4.8% | +1.9% | -6.6% | -5.0% |
| 30D | -5.9% | -1.7% | -4.2% | -5.7% |
| 3M | -4.5% | -3.5% | -1.0% | -4.1% |
| 6M | +1.8% | -10.1% | +11.9% | +3.0% |
| YTD | +8.4% | -5.0% | +13.4% | +8.9% |
| 1Y | +9.4% | +2.8% | +6.6% | +9.1% |
| All | +74.8% | +105.8% | -31.0% | +52.1% |
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