+732.3%
GLD vs IYR
+291.4%
+440.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | +2.8% | +2.1% | +0.7% | +2.7% |
| 30D | -4.0% | +7.2% | -11.1% | -4.3% |
| 3M | -8.2% | +0.4% | -8.6% | -8.3% |
| 6M | -14.8% | +1.4% | -16.3% | -14.9% |
| YTD | -6.8% | +11.3% | -18.1% | -7.3% |
| 1Y | -2.4% | +10.5% | -12.9% | -2.8% |
| 3Y | +105.8% | +41.7% | +64.1% | +102.7% |
| 5Y | +113.3% | +7.1% | +106.2% | +111.8% |
| 10Y | +208.4% | +89.1% | +119.4% | +200.6% |
| All | +732.3% | +291.4% | +440.9% | +644.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling