+490.6%
IWM vs GLD
+738.4%
-247.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | -2.0% | +4.7% | -6.7% | -2.5% |
| 30D | -1.5% | -0.9% | -0.6% | -1.4% |
| 3M | -8.0% | -4.4% | -3.6% | -7.6% |
| 6M | -4.1% | -13.6% | +9.5% | -2.9% |
| YTD | +11.9% | -6.0% | +17.9% | +12.5% |
| 1Y | +15.0% | +1.8% | +13.3% | +14.9% |
| 3Y | +64.2% | +103.2% | -39.0% | +55.4% |
| 5Y | +20.4% | +119.3% | -98.9% | +13.1% |
| 10Y | +168.0% | +199.5% | -31.5% | +148.1% |
| All | +490.6% | +738.4% | -247.9% | +374.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling