-20.8%
GIS vs IAU
+218.5%
-239.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.9% |
| 7D | -8.4% | -3.4% | -5.0% | -8.2% |
| 30D | -5.2% | -1.1% | -4.1% | -5.1% |
| 3M | +8.2% | +5.8% | +2.3% | +7.6% |
| 6M | -12.0% | -16.9% | +4.9% | -10.6% |
| YTD | -18.9% | +0.1% | -19.0% | -19.3% |
| 1Y | -23.6% | +18.4% | -42.0% | -25.5% |
| 3Y | -37.6% | +123.6% | -161.2% | -44.4% |
| 5Y | -25.2% | +138.7% | -163.9% | -34.3% |
| All | -20.8% | +218.5% | -239.3% | -31.5% |
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