+58.3%
IYR vs GLDM
+248.1%
-189.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -1.2% | -0.5% | -0.7% | -1.2% |
| 30D | -2.9% | +4.4% | -7.3% | -3.6% |
| 3M | +0.8% | -1.1% | +1.9% | +0.9% |
| 6M | +1.9% | -13.7% | +15.5% | +4.4% |
| YTD | +9.6% | +2.8% | +6.9% | +8.0% |
| 1Y | +8.1% | +24.8% | -16.8% | +1.6% |
| 3Y | +29.2% | +127.8% | -98.6% | +4.3% |
| 5Y | +4.3% | +141.1% | -136.9% | -17.9% |
| All | +58.3% | +248.1% | -189.9% | +26.0% |
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