+0.3%
GLD vs IAG
+52.4%
-52.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.8% | -3.9% | -0.2% |
| 7D | +4.9% | +24.0% | -19.1% | -3.1% |
| 30D | -1.3% | +5.5% | -6.8% | -3.7% |
| 3M | -4.8% | +8.3% | -13.1% | -8.2% |
| 6M | -12.5% | +6.1% | -18.6% | -16.0% |
| YTD | -4.2% | +20.3% | -24.5% | -11.5% |
| All | +0.3% | +52.4% | -52.1% | -10.1% |
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