+152.0%
GE vs IAU
+210.9%
-59.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +2.7% | -4.6% | +7.2% | +3.0% |
| 30D | +8.1% | -5.4% | +13.5% | +8.4% |
| 3M | -7.9% | -10.9% | +3.0% | -7.3% |
| 6M | +12.9% | -17.4% | +30.3% | +13.7% |
| YTD | +8.2% | -10.2% | +18.4% | +9.1% |
| 1Y | +9.7% | -7.1% | +16.7% | +10.7% |
| 3Y | +266.1% | +97.7% | +168.4% | +279.0% |
| 5Y | +407.4% | +105.3% | +302.1% | +421.8% |
| All | +152.0% | +210.9% | -59.0% | +177.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 10y: compounded portfolio wealth divided by compounded IAU 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…
10y analysis · Full analysis span regression · 6 months rolling