+213.3%
GLD vs IRM
+407.3%
-194.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.7% |
| 7D | +0.7% | +1.6% | -0.9% | +0.6% |
| 30D | +0.3% | -4.2% | +4.5% | +0.6% |
| 3M | +0.6% | -5.4% | +6.0% | +1.0% |
| 6M | -15.6% | +12.0% | -27.6% | -16.4% |
| YTD | +0.9% | +42.0% | -41.2% | -1.8% |
| 1Y | +19.4% | +29.9% | -10.5% | +16.9% |
| 3Y | +124.5% | +104.4% | +20.1% | +112.2% |
| 5Y | +138.9% | +191.0% | -52.1% | +120.3% |
| 10Y | +213.3% | +417.1% | -203.8% | +179.7% |
| All | +213.3% | +407.3% | -194.0% | +179.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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