-3.9%
GLD vs IAG
+34.9%
-38.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.3% |
| 7D | -2.0% | +3.4% | -5.4% | -3.4% |
| 30D | -4.4% | -2.7% | -1.8% | -4.1% |
| 3M | -8.9% | -0.5% | -8.4% | -9.5% |
| 6M | -16.0% | -4.8% | -11.1% | -16.2% |
| YTD | -7.9% | +9.6% | -17.4% | -12.0% |
| 1Y | -3.9% | +32.2% | -36.1% | -10.7% |
| All | -3.9% | +34.9% | -38.7% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling