+205.6%
GLD vs ITW
+191.9%
+13.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.8% |
| 7D | -5.5% | +0.5% | -6.0% | -5.5% |
| 30D | -7.0% | +7.7% | -14.7% | -7.2% |
| 3M | -12.4% | -1.3% | -11.0% | -12.3% |
| 6M | -18.0% | +15.5% | -33.5% | -18.4% |
| YTD | -10.5% | +18.6% | -29.1% | -10.9% |
| 1Y | -8.1% | +19.8% | -27.9% | -8.5% |
| 3Y | +97.7% | +32.5% | +65.2% | +96.3% |
| 5Y | +103.4% | +35.3% | +68.1% | +101.5% |
| All | +205.6% | +191.9% | +13.7% | +221.4% |
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