+739.4%
GLD vs IAG
+177.1%
+562.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.2% | -8.0% | -2.2% |
| 7D | +4.7% | +21.4% | -16.7% | +0.8% |
| 30D | -0.9% | +4.0% | -4.9% | -1.9% |
| 3M | -4.4% | +17.0% | -21.4% | -7.7% |
| 6M | -13.6% | +1.4% | -15.0% | -14.6% |
| YTD | -6.0% | +13.8% | -19.8% | -9.6% |
| 1Y | +1.8% | +55.8% | -54.1% | -7.8% |
| 3Y | +103.2% | +647.4% | -544.2% | +32.3% |
| 5Y | +119.3% | +519.1% | -399.8% | +38.8% |
| 10Y | +199.5% | +345.6% | -146.1% | +77.6% |
| All | +739.4% | +177.1% | +562.3% | +293.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling