+60.8%
IYR vs GLDM
+216.5%
-155.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.3% |
| 7D | +2.1% | +2.9% | -0.8% | +1.6% |
| 30D | +7.2% | -3.9% | +11.1% | +7.8% |
| 3M | +0.4% | -8.1% | +8.5% | +1.7% |
| 6M | +1.4% | -14.7% | +16.1% | +4.1% |
| YTD | +11.3% | -6.6% | +17.9% | +11.4% |
| 1Y | +10.5% | -2.1% | +12.5% | +9.3% |
| 3Y | +41.7% | +107.7% | -66.0% | +16.2% |
| 5Y | +7.1% | +116.5% | -109.4% | -14.1% |
| All | +60.8% | +216.5% | -155.7% | +30.0% |
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