+20.0%
IWM vs GLD
+118.6%
-98.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | -2.0% | +4.7% | -6.7% | -3.0% |
| 30D | -1.5% | -0.9% | -0.6% | -1.3% |
| 3M | -8.0% | -4.4% | -3.6% | -7.2% |
| 6M | -4.1% | -13.6% | +9.5% | -1.5% |
| YTD | +11.9% | -6.0% | +17.9% | +12.8% |
| 1Y | +15.0% | +1.8% | +13.3% | +14.3% |
| 3Y | +64.2% | +103.2% | -39.0% | +38.0% |
| All | +20.0% | +118.6% | -98.6% | -7.1% |
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