+61.1%
IYR vs GLDM
+225.0%
-164.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.3% | +1.2% |
| 7D | +2.3% | +5.0% | -2.7% | +1.4% |
| 30D | +7.4% | -1.3% | +8.7% | +7.6% |
| 3M | -0.7% | -4.7% | +4.0% | 0.0% |
| 6M | +1.6% | -12.4% | +14.0% | +3.9% |
| YTD | +11.6% | -4.1% | +15.6% | +11.1% |
| 1Y | +10.5% | +3.3% | +7.1% | +8.2% |
| 3Y | +43.4% | +110.9% | -67.6% | +17.3% |
| 5Y | +6.8% | +124.8% | -118.0% | -14.9% |
| All | +61.1% | +225.0% | -164.0% | +29.6% |
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