+722.8%
GLD vs ITW
+919.0%
-196.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.4% | -1.1% |
| 7D | -2.0% | -1.6% | -0.4% | -1.9% |
| 30D | -4.4% | +8.9% | -13.3% | -4.7% |
| 3M | -8.9% | -0.9% | -8.1% | -8.9% |
| 6M | -16.0% | +16.0% | -32.0% | -16.4% |
| YTD | -7.9% | +19.4% | -27.3% | -8.3% |
| 1Y | -3.9% | +20.7% | -24.5% | -4.4% |
| 3Y | +103.4% | +33.4% | +70.0% | +101.7% |
| 5Y | +109.7% | +39.1% | +70.6% | +107.5% |
| 10Y | +211.8% | +195.3% | +16.6% | +203.2% |
| All | +722.8% | +919.0% | -196.2% | +644.7% |
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