+96.6%
GLD vs IJR
+61.8%
+34.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.6% |
| 7D | -5.5% | +2.3% | -7.8% | -5.9% |
| 30D | -7.0% | +2.2% | -9.2% | -7.4% |
| 3M | -12.4% | -5.3% | -7.1% | -11.6% |
| 6M | -18.0% | +4.3% | -22.3% | -18.5% |
| YTD | -10.5% | +18.0% | -28.4% | -12.3% |
| 1Y | -8.1% | +19.2% | -27.3% | -10.0% |
| All | +96.6% | +61.8% | +34.8% | +85.3% |
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