-22.9%
GIS vs IAU
+141.6%
-164.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.6% |
| 7D | -8.6% | +0.2% | -8.8% | -8.6% |
| 30D | -0.5% | +0.2% | -0.7% | -0.5% |
| 3M | +11.9% | +3.3% | +8.6% | +11.8% |
| 6M | -11.6% | -14.6% | +3.0% | -10.9% |
| YTD | -16.3% | +1.9% | -18.2% | -16.5% |
| 1Y | -21.8% | +20.9% | -42.6% | -22.7% |
| 3Y | -35.7% | +127.5% | -163.1% | -40.3% |
| 5Y | -22.9% | +141.9% | -164.8% | -29.8% |
| All | -22.9% | +141.6% | -164.4% | -29.8% |
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