+212.2%
GLD vs IVZ
+55.7%
+156.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.8% | -4.9% | +1.7% |
| 7D | +4.9% | +4.1% | +0.8% | +4.8% |
| 30D | -1.3% | -2.0% | +0.7% | -1.3% |
| 3M | -4.8% | -7.8% | +3.1% | -4.6% |
| 6M | -12.5% | +6.3% | -18.8% | -12.6% |
| YTD | -4.2% | +12.6% | -16.8% | -4.4% |
| 1Y | +3.0% | +27.6% | -24.6% | +2.7% |
| 3Y | +109.1% | +154.0% | -44.9% | +107.9% |
| 5Y | +121.6% | +37.3% | +84.3% | +118.8% |
| 10Y | +212.2% | +50.5% | +161.7% | +209.3% |
| All | +212.2% | +55.7% | +156.5% | +209.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling