+739.3%
GLD vs IP
+110.9%
+628.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.1% |
| 3M | -0.4% | -14.8% | +14.3% | -0.1% |
| 6M | -10.2% | +17.3% | -27.5% | -10.6% |
| YTD | -6.0% | -6.2% | +0.2% | -6.0% |
| 1Y | +2.8% | +2.3% | +0.5% | +2.6% |
| 3Y | +101.6% | +17.7% | +83.9% | +99.7% |
| 5Y | +122.2% | -8.4% | +130.6% | +120.9% |
| 10Y | +199.5% | +32.1% | +167.4% | +193.3% |
| All | +739.3% | +110.9% | +628.4% | +696.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling