+83.1%
IWM vs GLDM
+219.1%
-136.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | -2.0% | +4.7% | -6.7% | -2.8% |
| 30D | -1.5% | -0.9% | -0.6% | -1.3% |
| 3M | -8.0% | -4.3% | -3.7% | -7.3% |
| 6M | -4.1% | -13.4% | +9.3% | -1.9% |
| YTD | +11.9% | -5.8% | +17.7% | +12.8% |
| 1Y | +15.0% | +2.1% | +13.0% | +14.5% |
| 3Y | +64.2% | +105.0% | -40.8% | +44.7% |
| 5Y | +20.4% | +122.5% | -102.1% | +3.5% |
| All | +83.1% | +219.1% | -136.0% | +65.0% |
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