+215.0%
GLD vs IJR
+172.1%
+42.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | -2.0% | -2.2% | +0.2% | -1.9% |
| 30D | -1.5% | -4.6% | +3.1% | -1.3% |
| 3M | +3.2% | +0.2% | +3.0% | +3.2% |
| 6M | -16.3% | +14.7% | -31.0% | -16.8% |
| YTD | +0.6% | +18.9% | -18.2% | -0.1% |
| 1Y | +19.1% | +19.9% | -0.8% | +18.2% |
| 3Y | +123.5% | +53.0% | +70.5% | +119.9% |
| 5Y | +138.5% | +40.9% | +97.7% | +134.5% |
| All | +215.0% | +172.1% | +42.9% | +221.1% |
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