+128.5%
GLD vs IYR
+31.2%
+97.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -0.5% | -1.2% | +0.7% | -0.3% |
| 30D | +4.4% | -2.9% | +7.2% | +5.0% |
| 3M | -1.1% | +0.8% | -1.9% | -1.4% |
| 6M | -13.8% | +1.9% | -15.6% | -14.2% |
| YTD | +2.6% | +9.6% | -7.0% | +0.6% |
| 1Y | +24.5% | +8.1% | +16.4% | +22.4% |
| All | +128.5% | +31.2% | +97.3% | +118.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling