+699.7%
GLD vs IJR
+618.7%
+81.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.8% |
| 7D | -5.5% | +2.3% | -7.8% | -5.6% |
| 30D | -7.0% | +2.2% | -9.2% | -7.1% |
| 3M | -12.4% | -5.3% | -7.1% | -12.1% |
| 6M | -18.0% | +4.3% | -22.3% | -18.2% |
| YTD | -10.5% | +18.0% | -28.4% | -11.0% |
| 1Y | -8.1% | +19.2% | -27.3% | -8.7% |
| 3Y | +97.7% | +61.1% | +36.6% | +94.1% |
| 5Y | +103.4% | +27.3% | +76.1% | +100.8% |
| 10Y | +203.1% | +154.1% | +48.9% | +191.6% |
| All | +699.7% | +618.7% | +81.0% | +609.9% |
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 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