+746.1%
GLD vs IVV
+827.1%
-81.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.2% | +1.1% |
| 7D | +1.9% | -4.8% | +6.6% | +2.2% |
| 30D | -1.8% | -5.9% | +4.1% | -1.4% |
| 3M | -3.6% | -4.5% | +0.9% | -3.3% |
| 6M | -10.2% | +1.8% | -12.1% | -10.3% |
| YTD | -5.3% | +8.4% | -13.6% | -5.6% |
| 1Y | +2.5% | +9.4% | -7.0% | +2.0% |
| 3Y | +103.2% | +75.3% | +27.9% | +97.5% |
| 5Y | +121.1% | +67.8% | +53.3% | +114.7% |
| 10Y | +201.9% | +314.2% | -112.3% | +182.7% |
| All | +746.1% | +827.1% | -81.0% | +631.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling