+104.1%
GLD vs IVZ
+36.0%
+68.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | 0.0% |
| 7D | -4.6% | +7.6% | -12.2% | -5.1% |
| 30D | -5.5% | +4.3% | -9.8% | -5.8% |
| 3M | -10.9% | -9.3% | -1.6% | -10.4% |
| 6M | -17.4% | +5.2% | -22.7% | -17.8% |
| YTD | -10.3% | +13.4% | -23.8% | -11.1% |
| 1Y | -7.2% | +25.4% | -32.5% | -8.4% |
| 3Y | +96.9% | +152.5% | -55.6% | +87.6% |
| All | +104.1% | +36.0% | +68.1% | +90.7% |
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