+213.1%
GLD vs ITW
+191.6%
+21.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.7% |
| 7D | -3.4% | -2.4% | -1.0% | -3.3% |
| 30D | -1.1% | -9.5% | +8.4% | -0.9% |
| 3M | +5.8% | +6.6% | -0.8% | +5.6% |
| 6M | -17.1% | -1.8% | -15.3% | -17.1% |
| YTD | 0.0% | +9.0% | -9.0% | -0.2% |
| 1Y | +18.2% | +3.6% | +14.7% | +18.1% |
| 3Y | +122.6% | +19.4% | +103.1% | +121.7% |
| 5Y | +137.1% | +36.4% | +100.7% | +135.7% |
| All | +213.1% | +191.6% | +21.5% | +230.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ITW 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling