+58.6%
IYR vs GLDM
+219.1%
-160.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | +2.0% | +4.7% | -2.7% | +1.2% |
| 30D | +8.2% | -0.9% | +9.1% | +8.3% |
| 3M | -1.7% | -4.3% | +2.6% | -1.1% |
| 6M | -0.4% | -13.4% | +13.0% | +2.0% |
| YTD | +9.9% | -5.8% | +15.7% | +9.8% |
| 1Y | +10.4% | +2.1% | +8.4% | +8.3% |
| 3Y | +38.4% | +105.0% | -66.6% | +13.9% |
| 5Y | +5.2% | +122.5% | -117.3% | -16.1% |
| All | +58.6% | +219.1% | -160.4% | +28.1% |
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