+128.5%
GLD vs IAG
+790.4%
-661.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.3% |
| 7D | -0.5% | -0.5% | 0.0% | -0.4% |
| 30D | +4.4% | +28.9% | -24.5% | -2.1% |
| 3M | -1.1% | +19.1% | -20.2% | -5.9% |
| 6M | -13.8% | -10.3% | -3.5% | -13.2% |
| YTD | +2.6% | +24.2% | -21.6% | -3.6% |
| 1Y | +24.5% | +116.5% | -92.0% | +5.3% |
| All | +128.5% | +790.4% | -661.9% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling