+118.6%
GLD vs IGV
+12.2%
+106.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +4.7% | -5.2% | +9.9% | +5.1% |
| 30D | -0.9% | -10.0% | +9.1% | -0.2% |
| 3M | -4.4% | -0.5% | -3.9% | -4.4% |
| 6M | -13.6% | +12.6% | -26.2% | -14.2% |
| YTD | -6.0% | -6.4% | +0.4% | -5.9% |
| 1Y | +1.8% | -9.5% | +11.3% | +2.1% |
| 3Y | +103.2% | +41.7% | +61.5% | +98.1% |
| All | +118.6% | +12.2% | +106.4% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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