+816.6%
GLD vs IYR
+285.4%
+531.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -0.5% | -1.2% | +0.7% | -0.5% |
| 30D | +4.4% | -2.9% | +7.2% | +4.5% |
| 3M | -1.1% | +0.8% | -1.9% | -1.1% |
| 6M | -13.8% | +1.9% | -15.6% | -13.9% |
| YTD | +2.6% | +9.6% | -7.0% | +2.2% |
| 1Y | +24.5% | +8.1% | +16.4% | +24.1% |
| 3Y | +125.8% | +29.2% | +96.6% | +123.2% |
| 5Y | +137.8% | +4.3% | +133.5% | +136.3% |
| 10Y | +221.4% | +64.7% | +156.7% | +214.3% |
| All | +816.6% | +285.4% | +531.2% | +720.1% |
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