+218.2%
GLD vs IT
+88.4%
+129.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +0.9% |
| 7D | +0.1% | -9.1% | +9.3% | +0.2% |
| 30D | +0.2% | -12.2% | +12.4% | +0.2% |
| 3M | +3.2% | +7.8% | -4.6% | +3.3% |
| 6M | -14.6% | +2.0% | -16.6% | -14.5% |
| YTD | +1.8% | -32.7% | +34.5% | +2.4% |
| 1Y | +20.7% | -31.1% | +51.8% | +21.4% |
| 3Y | +126.5% | -52.1% | +178.6% | +129.5% |
| 5Y | +140.0% | -46.3% | +186.3% | +142.3% |
| 10Y | +218.2% | +91.4% | +126.9% | +216.0% |
| All | +218.2% | +88.4% | +129.8% | +216.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling