+816.6%
GLD vs IVZ
+467.1%
+349.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -0.5% | +0.6% | -1.2% | -0.5% |
| 30D | +4.4% | +4.0% | +0.4% | +4.3% |
| 3M | -1.1% | +18.2% | -19.3% | -1.3% |
| 6M | -13.8% | +32.8% | -46.6% | -14.1% |
| YTD | +2.6% | +28.7% | -26.1% | +2.3% |
| 1Y | +24.5% | +55.4% | -30.9% | +23.9% |
| 3Y | +125.8% | +135.2% | -9.4% | +124.0% |
| 5Y | +137.8% | +64.2% | +73.6% | +135.8% |
| 10Y | +221.4% | +64.6% | +156.8% | +219.5% |
| All | +816.6% | +467.1% | +349.5% | +723.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling