+643.2%
GEV vs IAU
+98.2%
+544.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +3.6% |
| 7D | +8.1% | +0.7% | +7.4% | +7.9% |
| 30D | -1.9% | +0.3% | -2.3% | -2.1% |
| 3M | +4.1% | +0.7% | +3.4% | +3.7% |
| 6M | +23.2% | -15.5% | +38.7% | +27.6% |
| YTD | +48.9% | +1.0% | +47.9% | +47.6% |
| 1Y | +62.2% | +19.6% | +42.6% | +53.5% |
| All | +643.2% | +98.2% | +544.9% | +484.3% |
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