+39.1%
IWM vs GLDM
+143.3%
-104.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | -1.3% | +4.4% | -5.7% | -2.1% |
| 3M | +1.6% | -1.1% | +2.7% | +1.7% |
| 6M | +13.6% | -13.7% | +27.2% | +16.2% |
| YTD | +20.8% | +2.8% | +18.0% | +19.7% |
| 1Y | +26.4% | +24.8% | +1.6% | +21.2% |
| 3Y | +60.7% | +127.8% | -67.1% | +34.0% |
| All | +39.1% | +143.3% | -104.1% | +9.0% |
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 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