+194.4%
GIS vs IAU
+875.8%
-681.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.6% | -2.4% |
| 7D | -7.8% | -0.5% | -7.3% | -7.8% |
| 30D | +6.6% | +4.4% | +2.1% | +6.4% |
| 3M | +21.0% | -1.1% | +22.0% | +21.0% |
| 6M | -9.1% | -13.7% | +4.7% | -8.6% |
| YTD | -13.6% | +2.7% | -16.4% | -13.8% |
| 1Y | -18.0% | +24.6% | -42.6% | -18.9% |
| 3Y | -33.7% | +126.8% | -160.5% | -36.2% |
| 5Y | -19.4% | +139.5% | -158.9% | -22.7% |
| 10Y | -21.3% | +226.3% | -247.5% | -24.9% |
| All | +194.4% | +875.8% | -681.4% | +173.1% |
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