+213.3%
GLD vs IAG
+371.0%
-157.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.4% |
| 7D | +0.7% | +4.3% | -3.5% | 0.0% |
| 30D | +0.3% | +9.8% | -9.5% | -1.3% |
| 3M | +0.6% | +28.9% | -28.3% | -4.0% |
| 6M | -15.6% | -7.6% | -8.0% | -15.3% |
| YTD | +0.9% | +22.0% | -21.1% | -3.4% |
| 1Y | +19.4% | +99.5% | -80.1% | +5.8% |
| 3Y | +124.5% | +818.3% | -693.8% | +54.3% |
| 5Y | +138.9% | +785.9% | -647.0% | +57.4% |
| 10Y | +213.3% | +381.1% | -167.8% | +108.2% |
| All | +213.3% | +371.0% | -157.7% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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