+60.4%
IYR vs GLDM
+212.7%
-152.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | -1.2% | -2.0% | +0.8% | -0.9% |
| 30D | +6.1% | -4.4% | +10.5% | +6.9% |
| 3M | +0.9% | -8.8% | +9.8% | +2.4% |
| 6M | +1.2% | -15.9% | +17.0% | +4.1% |
| YTD | +11.1% | -7.7% | +18.8% | +11.4% |
| 1Y | +9.0% | -3.6% | +12.6% | +8.1% |
| 3Y | +41.4% | +105.2% | -63.8% | +16.2% |
| 5Y | +6.7% | +112.8% | -106.1% | -14.2% |
| All | +60.4% | +212.7% | -152.3% | +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