+128.5%
GLD vs IRM
+101.3%
+27.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -1.0% |
| 7D | -0.5% | -0.5% | -0.1% | -0.5% |
| 30D | +4.4% | -8.1% | +12.5% | +5.4% |
| 3M | -1.1% | -9.7% | +8.6% | 0.0% |
| 6M | -13.8% | +10.0% | -23.8% | -14.7% |
| YTD | +2.6% | +43.0% | -40.4% | -0.9% |
| 1Y | +24.5% | +32.7% | -8.2% | +21.0% |
| All | +128.5% | +101.3% | +27.2% | +106.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling