+126.1%
GLD vs IJR
+52.6%
+73.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | +0.1% | -1.1% | +1.3% | +0.3% |
| 30D | +0.2% | -3.6% | +3.8% | +0.8% |
| 3M | +3.2% | +2.3% | +0.9% | +2.9% |
| 6M | -14.6% | +14.3% | -29.0% | -16.1% |
| YTD | +1.8% | +19.3% | -17.5% | -0.3% |
| 1Y | +20.7% | +22.6% | -1.9% | +18.0% |
| All | +126.1% | +52.6% | +73.5% | +118.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling