+216.2%
GLD vs IR
+336.9%
-120.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.7% |
| 7D | +2.8% | +1.5% | +1.3% | +2.8% |
| 30D | -4.0% | +9.0% | -13.0% | -4.1% |
| 3M | -8.2% | -0.9% | -7.4% | -8.3% |
| 6M | -14.8% | +13.4% | -28.3% | -15.1% |
| YTD | -6.8% | +8.5% | -15.3% | -6.9% |
| 1Y | -2.4% | +11.3% | -13.6% | -2.5% |
| 3Y | +105.8% | +26.0% | +79.8% | +105.7% |
| 5Y | +113.3% | +47.9% | +65.5% | +113.1% |
| All | +216.2% | +336.9% | -120.7% | +228.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling