+103.4%
GLD vs IJR
+26.9%
+76.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.7% |
| 7D | -5.5% | +2.3% | -7.8% | -5.7% |
| 30D | -7.0% | +2.2% | -9.2% | -7.3% |
| 3M | -12.4% | -5.3% | -7.1% | -11.8% |
| 6M | -18.0% | +4.3% | -22.3% | -18.4% |
| YTD | -10.5% | +18.0% | -28.4% | -11.8% |
| 1Y | -8.1% | +19.2% | -27.3% | -9.5% |
| 3Y | +97.7% | +61.1% | +36.6% | +90.0% |
| 5Y | +103.4% | +27.3% | +76.1% | +92.7% |
| All | +103.4% | +26.9% | +76.5% | +92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling