+816.6%
GLD vs IJR
+640.0%
+176.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -0.5% | -0.2% | -0.4% | -0.5% |
| 30D | +4.4% | -2.4% | +6.8% | +4.5% |
| 3M | -1.1% | +3.9% | -5.0% | -1.3% |
| 6M | -13.8% | +12.4% | -26.2% | -14.2% |
| YTD | +2.6% | +21.5% | -18.9% | +1.9% |
| 1Y | +24.5% | +24.0% | +0.5% | +23.5% |
| 3Y | +125.8% | +49.7% | +76.1% | +122.2% |
| 5Y | +137.8% | +39.7% | +98.1% | +134.0% |
| 10Y | +221.4% | +169.0% | +52.4% | +208.5% |
| All | +816.6% | +640.0% | +176.5% | +712.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling