+248.2%
GLD vs IR
+288.5%
-40.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | -0.5% | -2.8% | +2.3% | -0.5% |
| 30D | +4.4% | -15.1% | +19.5% | +4.7% |
| 3M | -1.1% | +6.1% | -7.2% | -1.2% |
| 6M | -13.8% | -16.8% | +3.0% | -13.7% |
| YTD | +2.6% | -3.5% | +6.2% | +2.8% |
| 1Y | +24.5% | -3.5% | +28.0% | +24.7% |
| 3Y | +125.8% | +9.5% | +116.4% | +126.4% |
| 5Y | +137.8% | +45.1% | +92.7% | +138.5% |
| All | +248.2% | +288.5% | -40.3% | +262.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling