-1.3%
GLD vs IRE
-97.2%
+96.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +39.6% | -40.4% | -2.2% |
| 7D | +4.7% | -27.2% | +31.9% | +5.1% |
| 30D | -0.9% | -75.1% | +74.2% | +3.4% |
| 3M | -4.4% | -77.9% | +73.5% | -0.5% |
| 6M | -13.6% | -94.6% | +81.0% | -7.0% |
| YTD | -6.0% | -91.5% | +85.5% | -1.6% |
| 1Y | +1.8% | -97.8% | +99.6% | +7.0% |
| All | -1.3% | -97.2% | +96.0% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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