+0.3%
GLD vs IT
-17.3%
+17.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.9% |
| 7D | +4.9% | -18.8% | +23.7% | +3.9% |
| 30D | -1.3% | -0.1% | -1.2% | -1.2% |
| 3M | -4.8% | +2.9% | -7.7% | -4.3% |
| 6M | -12.5% | +20.4% | -32.9% | -10.5% |
| YTD | -4.2% | -24.3% | +20.0% | -5.8% |
| All | +0.3% | -17.3% | +17.6% | -1.1% |
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