-18.0%
GLD vs IJR
+3.3%
-21.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.1% |
| 7D | -5.5% | +2.3% | -7.8% | -6.7% |
| 30D | -7.0% | +2.2% | -9.2% | -8.5% |
| 3M | -12.4% | -5.3% | -7.1% | -9.6% |
| 6M | -18.0% | +4.3% | -22.3% | -22.9% |
| All | -18.0% | +3.3% | -21.3% | -22.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling