+25.8%
IWM vs GLD
+112.7%
-86.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.1% |
| 7D | +0.3% | +2.8% | -2.5% | -0.3% |
| 30D | +0.6% | -4.0% | +4.5% | +1.4% |
| 3M | -6.2% | -8.2% | +2.0% | -4.6% |
| 6M | -0.8% | -14.8% | +14.1% | +2.3% |
| YTD | +14.8% | -6.8% | +21.6% | +15.9% |
| 1Y | +16.1% | -2.4% | +18.5% | +16.2% |
| 3Y | +71.5% | +105.8% | -34.2% | +43.5% |
| 5Y | +25.8% | +113.3% | -87.6% | -2.8% |
| All | +25.8% | +112.7% | -86.9% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD 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 5y: compounded portfolio wealth divided by compounded GLD 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…
5y analysis · Full analysis span regression · 6 months rolling