+627.7%
GEV vs IAU
+100.0%
+527.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | +3.2% | +0.2% | +3.0% | +3.1% |
| 30D | -4.0% | +0.2% | -4.2% | -4.1% |
| 3M | +3.4% | +3.3% | +0.1% | +2.3% |
| 6M | +14.7% | -14.6% | +29.3% | +18.4% |
| YTD | +45.8% | +1.9% | +43.9% | +44.2% |
| 1Y | +57.4% | +20.9% | +36.5% | +48.5% |
| All | +627.7% | +100.0% | +527.6% | +470.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling