+816.6%
GLD vs IGV
+1,239.6%
-423.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.8% |
| 7D | -0.5% | -4.5% | +4.0% | -0.3% |
| 30D | +4.4% | +3.2% | +1.2% | +4.3% |
| 3M | -1.1% | +4.5% | -5.6% | -1.3% |
| 6M | -13.8% | +22.1% | -35.9% | -14.5% |
| YTD | +2.6% | -1.0% | +3.7% | +2.5% |
| 1Y | +24.5% | -2.1% | +26.6% | +24.4% |
| 3Y | +125.8% | +44.6% | +81.3% | +122.3% |
| 5Y | +137.8% | +22.2% | +115.6% | +134.0% |
| 10Y | +221.4% | +364.7% | -143.4% | +209.7% |
| All | +816.6% | +1,239.6% | -423.0% | +713.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling