+816.6%
GLD vs IBN
+1,114.4%
-297.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -0.5% | +1.4% | -1.9% | -0.6% |
| 30D | +4.4% | -0.3% | +4.7% | +4.4% |
| 3M | -1.1% | +17.1% | -18.2% | -1.6% |
| 6M | -13.8% | +3.4% | -17.2% | -13.9% |
| YTD | +2.6% | +2.5% | +0.1% | +2.5% |
| 1Y | +24.5% | -4.2% | +28.7% | +24.6% |
| 3Y | +125.8% | +32.4% | +93.5% | +123.3% |
| 5Y | +137.8% | +59.2% | +78.6% | +133.2% |
| 10Y | +221.4% | +345.7% | -124.3% | +200.5% |
| All | +816.6% | +1,114.4% | -297.8% | +653.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling