+103.2%
GLD vs IT
-51.0%
+154.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.9% |
| 7D | +4.7% | -16.9% | +21.6% | +4.3% |
| 30D | -0.9% | +2.3% | -3.2% | -0.8% |
| 3M | -4.4% | +2.9% | -7.3% | -4.2% |
| 6M | -13.6% | +25.9% | -39.4% | -12.5% |
| YTD | -6.0% | -24.6% | +18.6% | -5.1% |
| 1Y | +1.8% | -16.0% | +17.8% | +2.5% |
| 3Y | +103.2% | -51.6% | +154.7% | +108.7% |
| All | +103.2% | -51.0% | +154.2% | +108.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling