+816.6%
GLD vs IAG
+202.5%
+614.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.4% |
| 7D | -0.5% | -0.5% | 0.0% | -0.4% |
| 30D | +4.4% | +28.9% | -24.5% | -0.7% |
| 3M | -1.1% | +19.1% | -20.2% | -4.8% |
| 6M | -13.8% | -10.3% | -3.5% | -12.9% |
| YTD | +2.6% | +24.2% | -21.6% | -2.7% |
| 1Y | +24.5% | +116.5% | -92.0% | +6.1% |
| 3Y | +125.8% | +742.8% | -617.0% | +43.7% |
| 5Y | +137.8% | +753.3% | -615.5% | +41.5% |
| 10Y | +221.4% | +403.2% | -181.8% | +84.9% |
| All | +816.6% | +202.5% | +614.0% | +323.9% |
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