+206.1%
GLD vs IJR
+151.4%
+54.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.6% | +2.2% | -6.7% | -4.7% |
| 30D | -5.5% | +3.8% | -9.3% | -5.7% |
| 3M | -10.9% | -5.7% | -5.2% | -10.6% |
| 6M | -17.4% | +4.6% | -22.1% | -17.6% |
| YTD | -10.3% | +18.0% | -28.3% | -11.0% |
| 1Y | -7.2% | +21.8% | -29.0% | -8.0% |
| 3Y | +96.9% | +61.1% | +35.8% | +93.3% |
| 5Y | +103.8% | +27.3% | +76.4% | +100.4% |
| All | +206.1% | +151.4% | +54.8% | +205.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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