+122.2%
GLD vs IP
-10.3%
+132.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.6% |
| 7D | -0.3% | +3.4% | -3.7% | -0.4% |
| 30D | -1.9% | +11.2% | -13.1% | -2.3% |
| 3M | -0.4% | -14.8% | +14.3% | 0.0% |
| 6M | -10.2% | +17.3% | -27.5% | -10.6% |
| YTD | -6.0% | -6.2% | +0.2% | -6.2% |
| 1Y | +2.8% | +2.3% | +0.5% | +2.6% |
| 3Y | +101.6% | +17.7% | +83.9% | +97.4% |
| 5Y | +122.2% | -8.4% | +130.6% | +118.8% |
| All | +122.2% | -10.3% | +132.5% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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