+59.6%
IYR vs GLDM
+221.7%
-162.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.6% | -1.9% |
| 7D | +2.8% | +1.9% | +0.9% | +2.4% |
| 30D | +7.3% | -1.7% | +9.0% | +7.6% |
| 3M | -2.0% | -3.5% | +1.5% | -1.6% |
| 6M | +1.5% | -10.1% | +11.6% | +3.2% |
| YTD | +10.5% | -5.0% | +15.6% | +10.3% |
| 1Y | +10.5% | +2.8% | +7.8% | +8.3% |
| 3Y | +37.4% | +105.1% | -67.7% | +13.1% |
| 5Y | +5.9% | +124.3% | -118.4% | -15.7% |
| All | +59.6% | +221.7% | -162.1% | +28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling