-7.2%
GLD vs IAG
+19.6%
-26.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | -4.6% | -7.7% | +3.1% | -1.9% |
| 30D | -5.5% | +1.6% | -7.0% | -6.5% |
| 3M | -10.9% | -2.4% | -8.5% | -10.9% |
| 6M | -17.4% | -7.8% | -9.6% | -16.7% |
| YTD | -10.3% | +5.0% | -15.3% | -13.1% |
| 1Y | -7.2% | +25.7% | -32.9% | -11.8% |
| All | -7.2% | +19.6% | -26.8% | -11.8% |
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