+228.9%
GE vs IAU
+875.8%
-646.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.1% |
| 7D | -1.6% | -0.5% | -1.1% | -1.6% |
| 30D | -11.6% | +4.4% | -16.0% | -11.5% |
| 3M | +3.0% | -1.1% | +4.1% | +3.0% |
| 6M | -0.5% | -13.7% | +13.2% | -0.9% |
| YTD | +9.7% | +2.7% | +7.0% | +9.9% |
| 1Y | +20.0% | +24.6% | -4.6% | +21.0% |
| 3Y | +275.8% | +126.8% | +149.0% | +287.2% |
| 5Y | +429.1% | +139.5% | +289.6% | +445.9% |
| 10Y | +151.2% | +226.3% | -75.1% | +163.3% |
| All | +228.9% | +875.8% | -646.9% | +249.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling