+205.6%
GLD vs IT
+88.7%
+117.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.8% |
| 7D | -5.5% | -3.7% | -1.8% | -5.5% |
| 30D | -7.0% | -3.1% | -3.9% | -7.0% |
| 3M | -12.4% | +6.3% | -18.7% | -12.4% |
| 6M | -18.0% | +24.8% | -42.8% | -18.0% |
| YTD | -10.5% | -24.4% | +13.9% | -9.9% |
| 1Y | -8.1% | -17.1% | +9.0% | -7.7% |
| 3Y | +97.7% | -53.6% | +151.3% | +100.9% |
| 5Y | +103.4% | -42.5% | +146.0% | +105.5% |
| All | +205.6% | +88.7% | +117.0% | +208.4% |
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 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