+138.9%
GLD vs ITW
+36.7%
+102.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | +0.7% | -0.4% | +1.2% | +0.8% |
| 30D | +0.3% | -9.4% | +9.7% | +1.1% |
| 3M | +0.6% | +7.1% | -6.5% | 0.0% |
| 6M | -15.6% | -1.9% | -13.7% | -15.7% |
| YTD | +0.9% | +10.4% | -9.6% | +0.2% |
| 1Y | +19.4% | +3.3% | +16.1% | +19.0% |
| 3Y | +124.5% | +21.0% | +103.5% | +121.2% |
| 5Y | +138.9% | +36.3% | +102.6% | +132.9% |
| All | +138.9% | +36.7% | +102.2% | +132.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling