+121.6%
GLD vs IBN
+70.2%
+51.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.8% |
| 7D | +4.9% | +14.6% | -9.7% | +4.3% |
| 30D | -1.3% | +23.5% | -24.8% | -2.2% |
| 3M | -4.8% | +14.0% | -18.8% | -5.3% |
| 6M | -12.5% | +31.1% | -43.6% | -13.4% |
| YTD | -4.2% | +16.6% | -20.8% | -5.2% |
| 1Y | +3.0% | +14.9% | -11.9% | +2.1% |
| 3Y | +109.1% | +56.9% | +52.2% | +106.8% |
| 5Y | +121.6% | +69.7% | +51.9% | +124.9% |
| All | +121.6% | +70.2% | +51.3% | +124.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling