+152.0%
GE vs IAU
+221.5%
-69.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -2.9% |
| 7D | -1.2% | +0.2% | -1.4% | -1.2% |
| 30D | -11.3% | +0.2% | -11.5% | -11.3% |
| 3M | -1.4% | +3.3% | -4.7% | -1.6% |
| 6M | +1.2% | -14.6% | +15.8% | +1.1% |
| YTD | +5.9% | +1.9% | +4.1% | +6.2% |
| 1Y | +18.4% | +20.9% | -2.5% | +19.3% |
| 3Y | +271.0% | +127.5% | +143.5% | +283.8% |
| 5Y | +417.9% | +141.9% | +276.0% | +435.9% |
| 10Y | +152.0% | +222.8% | -70.8% | +174.0% |
| All | +152.0% | +221.5% | -69.5% | +174.0% |
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