+204.2%
GLD vs IR
+332.9%
-128.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -4.6% | +2.5% | -7.1% | -4.6% |
| 30D | -5.5% | +9.2% | -14.6% | -5.6% |
| 3M | -10.9% | +0.9% | -11.9% | -11.0% |
| 6M | -17.4% | +19.2% | -36.7% | -17.7% |
| YTD | -10.3% | +7.5% | -17.8% | -10.4% |
| 1Y | -7.2% | +11.7% | -18.9% | -7.2% |
| 3Y | +96.9% | +23.9% | +73.0% | +96.9% |
| 5Y | +103.8% | +46.4% | +57.4% | +103.6% |
| All | +204.2% | +332.9% | -128.6% | +216.3% |
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