+205.6%
GLD vs IYR
+87.2%
+118.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.7% |
| 7D | -5.5% | -0.1% | -5.4% | -5.5% |
| 30D | -7.0% | +5.7% | -12.7% | -7.6% |
| 3M | -12.4% | -0.6% | -11.8% | -12.3% |
| 6M | -18.0% | +0.5% | -18.6% | -18.1% |
| YTD | -10.5% | +10.4% | -20.9% | -11.5% |
| 1Y | -8.1% | +9.2% | -17.2% | -9.0% |
| 3Y | +97.7% | +40.5% | +57.2% | +90.6% |
| 5Y | +103.4% | +5.9% | +97.5% | +99.8% |
| All | +205.6% | +87.2% | +118.5% | +179.9% |
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