+218.6%
GLD vs ITW
+190.2%
+28.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.7% | +1.0% |
| 7D | +0.1% | -1.9% | +2.0% | +0.2% |
| 30D | +0.2% | -10.4% | +10.6% | +0.5% |
| 3M | +3.2% | +3.5% | -0.3% | +3.1% |
| 6M | -14.6% | -3.4% | -11.3% | -14.6% |
| YTD | +1.8% | +8.5% | -6.7% | +1.6% |
| 1Y | +20.7% | +3.2% | +17.5% | +20.6% |
| 3Y | +126.5% | +18.9% | +107.6% | +125.7% |
| 5Y | +140.0% | +35.0% | +105.0% | +138.7% |
| All | +218.6% | +190.2% | +28.4% | +236.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling