+213.3%
GLD vs IBN
+312.4%
-99.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.7% |
| 7D | +0.7% | -2.2% | +2.9% | +0.8% |
| 30D | +0.3% | -2.3% | +2.6% | +0.4% |
| 3M | +0.6% | +15.9% | -15.2% | +0.3% |
| 6M | -15.6% | +5.6% | -21.2% | -15.7% |
| YTD | +0.9% | -0.1% | +0.9% | +0.8% |
| 1Y | +19.4% | -6.5% | +25.9% | +19.4% |
| 3Y | +124.5% | +29.3% | +95.2% | +123.0% |
| 5Y | +138.9% | +56.6% | +82.4% | +136.7% |
| 10Y | +213.3% | +314.4% | -101.1% | +207.4% |
| All | +213.3% | +312.4% | -99.1% | +207.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling