+213.3%
GLD vs IVZ
+61.1%
+152.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.7% |
| 7D | +0.7% | +1.1% | -0.3% | +0.7% |
| 30D | +0.3% | +3.1% | -2.8% | +0.3% |
| 3M | +0.6% | +18.2% | -17.6% | +0.3% |
| 6M | -15.6% | +38.6% | -54.2% | -16.0% |
| YTD | +0.9% | +25.9% | -25.0% | +0.4% |
| 1Y | +19.4% | +51.7% | -32.3% | +18.7% |
| 3Y | +124.5% | +138.7% | -14.2% | +122.7% |
| 5Y | +138.9% | +62.8% | +76.1% | +135.9% |
| 10Y | +213.3% | +60.9% | +152.4% | +209.9% |
| All | +213.3% | +61.1% | +152.2% | +209.9% |
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