+142.5%
GLD vs IVZ
+64.2%
+78.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -0.5% | +0.6% | -1.2% | -0.6% |
| 30D | +4.4% | +4.0% | +0.4% | +4.1% |
| 3M | -1.1% | +18.2% | -19.3% | -2.1% |
| 6M | -13.8% | +32.8% | -46.6% | -15.2% |
| YTD | +2.6% | +28.7% | -26.1% | +1.0% |
| 1Y | +24.5% | +55.4% | -30.9% | +21.6% |
| 3Y | +125.8% | +135.2% | -9.4% | +116.0% |
| All | +142.5% | +64.2% | +78.4% | +127.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling