+24.5%
GLD vs IT
-24.5%
+49.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -1.2% |
| 7D | -0.5% | -6.0% | +5.5% | -0.9% |
| 30D | +4.4% | 0.0% | +4.4% | +4.5% |
| 3M | -1.1% | +13.1% | -14.2% | +0.3% |
| 6M | -13.8% | +11.7% | -25.5% | -12.2% |
| YTD | +2.6% | -26.1% | +28.7% | +0.1% |
| 1Y | +24.5% | -21.3% | +45.8% | +22.4% |
| All | +24.5% | -24.5% | +49.0% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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