+205.6%
GLD vs IAG
+384.2%
-178.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.1% | +2.3% | -1.9% |
| 7D | -5.5% | -2.1% | -3.4% | -5.2% |
| 30D | -7.0% | -6.2% | -0.8% | -6.2% |
| 3M | -12.4% | -5.1% | -7.2% | -11.8% |
| 6M | -18.0% | -10.0% | -8.0% | -17.2% |
| YTD | -10.5% | +3.9% | -14.4% | -12.0% |
| 1Y | -8.1% | +18.9% | -26.9% | -11.7% |
| 3Y | +97.7% | +651.8% | -554.1% | +40.0% |
| 5Y | +103.4% | +416.3% | -312.8% | +45.1% |
| All | +205.6% | +384.2% | -178.5% | +105.0% |
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