+121.6%
GLD vs IVV
+72.0%
+49.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.4% |
| 7D | +4.9% | +0.1% | +4.9% | +4.9% |
| 30D | -1.3% | -3.3% | +2.0% | -0.7% |
| 3M | -4.8% | -2.4% | -2.4% | -4.3% |
| 6M | -12.5% | +2.6% | -15.1% | -12.8% |
| YTD | -4.2% | +11.3% | -15.5% | -5.6% |
| 1Y | +3.0% | +13.4% | -10.4% | +1.4% |
| 3Y | +109.1% | +80.3% | +28.8% | +95.6% |
| 5Y | +121.6% | +72.7% | +48.9% | +103.4% |
| All | +121.6% | +72.0% | +49.6% | +103.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling