+212.6%
GLD vs IR
+332.9%
-120.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.1% |
| 7D | -2.0% | +1.1% | -3.0% | -2.0% |
| 30D | -4.4% | +7.6% | -12.0% | -4.6% |
| 3M | -8.9% | +0.1% | -9.0% | -9.0% |
| 6M | -16.0% | +14.0% | -29.9% | -16.2% |
| YTD | -7.9% | +7.5% | -15.3% | -8.0% |
| 1Y | -3.9% | +10.1% | -14.0% | -4.0% |
| 3Y | +103.4% | +24.9% | +78.6% | +103.4% |
| 5Y | +109.7% | +46.9% | +62.9% | +109.6% |
| All | +212.6% | +332.9% | -120.3% | +225.0% |
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