+739.4%
GLD vs IRM
+1,228.8%
-489.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.8% |
| 7D | +4.7% | -8.6% | +13.3% | +5.1% |
| 30D | -0.9% | -8.0% | +7.1% | -0.5% |
| 3M | -4.4% | -12.0% | +7.6% | -3.9% |
| 6M | -13.6% | -18.2% | +4.6% | -12.8% |
| YTD | -6.0% | +31.4% | -37.4% | -7.2% |
| 1Y | +1.8% | +9.2% | -7.4% | +1.2% |
| 3Y | +103.2% | +94.6% | +8.6% | +96.9% |
| 5Y | +119.3% | +170.2% | -50.8% | +109.6% |
| 10Y | +199.5% | +464.3% | -264.8% | +178.2% |
| All | +739.4% | +1,228.8% | -489.4% | +645.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling