+218.2%
GLD vs IYR
+65.1%
+153.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | +0.1% | -0.9% | +1.1% | +0.2% |
| 30D | +0.2% | -2.4% | +2.6% | +0.5% |
| 3M | +3.2% | -2.0% | +5.2% | +3.4% |
| 6M | -14.6% | +2.5% | -17.1% | -14.9% |
| YTD | +1.8% | +8.3% | -6.5% | +0.8% |
| 1Y | +20.7% | +6.5% | +14.3% | +19.8% |
| 3Y | +126.5% | +29.3% | +97.2% | +120.0% |
| 5Y | +140.0% | +5.7% | +134.4% | +136.0% |
| 10Y | +218.2% | +69.2% | +149.0% | +202.4% |
| All | +218.2% | +65.1% | +153.1% | +202.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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