+739.4%
GLD vs IYR
+286.2%
+453.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | +4.7% | +2.0% | +2.7% | +4.6% |
| 30D | -0.9% | +8.2% | -9.1% | -1.3% |
| 3M | -4.4% | -1.7% | -2.7% | -4.3% |
| 6M | -13.6% | -0.4% | -13.2% | -13.6% |
| YTD | -6.0% | +9.9% | -15.9% | -6.4% |
| 1Y | +1.8% | +10.4% | -8.7% | +1.3% |
| 3Y | +103.2% | +38.4% | +64.7% | +100.3% |
| 5Y | +119.3% | +5.2% | +114.1% | +117.9% |
| 10Y | +199.5% | +83.8% | +115.6% | +192.1% |
| All | +739.4% | +286.2% | +453.1% | +651.0% |
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