-2.8%
GLD vs IRE
-97.7%
+94.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -15.8% | +13.1% | -2.1% |
| 7D | +2.8% | -41.9% | +44.7% | +4.4% |
| 30D | -4.0% | -75.1% | +71.1% | +0.5% |
| 3M | -8.2% | -82.4% | +74.1% | -3.2% |
| 6M | -14.8% | -95.5% | +80.7% | -6.8% |
| YTD | -6.8% | -93.1% | +86.3% | -1.6% |
| All | -2.8% | -97.7% | +94.9% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling