+159.7%
GILD vs IAU
+220.2%
-60.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -4.8% | -2.0% | -2.8% | -4.7% |
| 30D | +5.8% | -1.5% | +7.3% | +5.9% |
| 3M | +14.9% | +3.3% | +11.7% | +14.6% |
| 6M | -0.4% | -16.2% | +15.9% | +0.9% |
| YTD | +18.5% | +0.7% | +17.9% | +18.4% |
| 1Y | +25.1% | +19.2% | +5.9% | +23.3% |
| 3Y | +105.9% | +124.4% | -18.5% | +90.5% |
| 5Y | +143.0% | +140.0% | +2.9% | +122.2% |
| All | +159.7% | +220.2% | -60.5% | +141.5% |
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