+19.4%
GLD vs IAG
+100.7%
-81.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.1% |
| 7D | +0.7% | +4.3% | -3.5% | -0.7% |
| 30D | +0.3% | +9.8% | -9.5% | -3.1% |
| 3M | +0.6% | +28.9% | -28.3% | -8.9% |
| 6M | -15.6% | -7.6% | -8.0% | -15.1% |
| YTD | +0.9% | +22.0% | -21.1% | -7.4% |
| 1Y | +19.4% | +99.5% | -80.1% | -1.0% |
| All | +19.4% | +100.7% | -81.3% | -1.0% |
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 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