+632.4%
GEV vs IAU
+97.7%
+534.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.5% |
| 7D | +1.6% | -2.0% | +3.6% | +2.2% |
| 30D | -7.9% | -1.5% | -6.4% | -7.6% |
| 3M | +5.6% | +3.3% | +2.4% | +4.5% |
| 6M | +13.1% | -16.2% | +29.3% | +17.3% |
| YTD | +46.7% | +0.7% | +46.1% | +45.6% |
| 1Y | +51.3% | +19.2% | +32.1% | +43.3% |
| All | +632.4% | +97.7% | +534.8% | +476.4% |
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