+221.4%
GLD vs IR
+316.5%
-95.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +0.9% |
| 7D | +1.9% | +2.3% | -0.4% | +1.8% |
| 30D | -1.8% | +3.3% | -5.1% | -1.8% |
| 3M | -3.6% | -9.0% | +5.4% | -3.5% |
| 6M | -10.2% | +8.0% | -18.2% | -10.4% |
| YTD | -5.3% | +3.4% | -8.6% | -5.3% |
| 1Y | +2.5% | +4.5% | -2.1% | +2.4% |
| 3Y | +103.2% | +25.6% | +77.6% | +103.4% |
| 5Y | +121.1% | +43.8% | +77.3% | +121.2% |
| All | +221.4% | +316.5% | -95.1% | +234.4% |
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