+97.6%
IWM vs GLDM
+248.1%
-150.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | -1.3% | +4.4% | -5.7% | -2.0% |
| 3M | +1.6% | -1.1% | +2.7% | +1.7% |
| 6M | +13.6% | -13.7% | +27.2% | +16.0% |
| YTD | +20.8% | +2.8% | +18.0% | +19.9% |
| 1Y | +26.4% | +24.8% | +1.6% | +21.8% |
| 3Y | +60.7% | +127.8% | -67.1% | +39.2% |
| 5Y | +38.2% | +141.1% | -103.0% | +17.1% |
| All | +97.6% | +248.1% | -150.6% | +75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling