+104.8%
GLD vs IVV
+74.9%
+29.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.2% | +2.1% |
| 7D | +1.9% | -4.8% | +6.6% | +3.3% |
| 30D | -1.8% | -5.9% | +4.1% | -0.1% |
| 3M | -3.6% | -4.5% | +0.9% | -2.3% |
| 6M | -10.2% | +1.8% | -12.1% | -10.3% |
| YTD | -5.3% | +8.4% | -13.6% | -6.6% |
| 1Y | +2.5% | +9.4% | -7.0% | +0.9% |
| All | +104.8% | +74.9% | +29.9% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 3y: compounded portfolio wealth divided by compounded IVV 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…
3y analysis · Full analysis span regression · 6 months rolling