+816.6%
GLD vs ITW
+847.2%
-30.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.8% |
| 7D | -0.5% | -3.6% | +3.0% | -0.4% |
| 30D | +4.4% | -9.1% | +13.5% | +4.7% |
| 3M | -1.1% | +8.2% | -9.3% | -1.3% |
| 6M | -13.8% | -4.8% | -9.0% | -13.7% |
| YTD | +2.6% | +11.0% | -8.4% | +2.4% |
| 1Y | +24.5% | +4.2% | +20.3% | +24.3% |
| 3Y | +125.8% | +17.3% | +108.6% | +124.7% |
| 5Y | +137.8% | +33.0% | +104.8% | +135.6% |
| 10Y | +221.4% | +182.3% | +39.1% | +212.9% |
| All | +816.6% | +847.2% | -30.7% | +731.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling