+82.9%
IVV vs GLDM
+104.1%
-21.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +1.1% |
| 7D | -0.7% | -0.3% | -0.4% | -0.7% |
| 30D | -1.0% | -1.9% | +0.8% | -0.8% |
| 3M | -0.3% | -0.4% | +0.1% | -0.3% |
| 6M | +7.4% | -10.1% | +17.4% | +8.6% |
| YTD | +13.4% | -5.8% | +19.2% | +14.1% |
| 1Y | +14.8% | +3.1% | +11.7% | +14.6% |
| All | +82.9% | +104.1% | -21.2% | +59.3% |
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