-5.8%
GLD vs IRE
-98.1%
+92.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -14.4% | +14.5% | +0.7% |
| 7D | -4.6% | -31.8% | +27.3% | -3.4% |
| 30D | -5.5% | -71.8% | +66.3% | -2.0% |
| 3M | -10.9% | -88.9% | +78.0% | -4.8% |
| 6M | -17.4% | -95.4% | +77.9% | -10.7% |
| YTD | -10.3% | -94.2% | +83.9% | -4.9% |
| 1Y | -7.2% | -97.1% | +89.9% | -1.3% |
| All | -5.8% | -98.1% | +92.3% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling