+739.4%
GLD vs IT
+1,524.8%
-785.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.8% |
| 7D | +4.7% | -16.9% | +21.6% | +4.8% |
| 30D | -0.9% | +2.3% | -3.2% | -0.9% |
| 3M | -4.4% | +2.9% | -7.3% | -4.4% |
| 6M | -13.6% | +25.9% | -39.4% | -13.7% |
| YTD | -6.0% | -24.6% | +18.6% | -5.7% |
| 1Y | +1.8% | -16.0% | +17.8% | +1.9% |
| 3Y | +103.2% | -51.6% | +154.7% | +105.0% |
| 5Y | +119.3% | -42.6% | +162.0% | +120.5% |
| 10Y | +199.5% | +103.6% | +95.9% | +196.0% |
| All | +739.4% | +1,524.8% | -785.4% | +673.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling