+852.8%
GLD vs IAU
+875.8%
-22.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | 0.0% |
| 7D | -0.5% | -0.5% | 0.0% | 0.0% |
| 30D | +4.4% | +4.4% | 0.0% | 0.0% |
| 3M | -1.1% | -1.1% | 0.0% | 0.0% |
| 6M | -13.8% | -13.7% | -0.1% | -0.1% |
| YTD | +2.6% | +2.7% | -0.1% | 0.0% |
| 1Y | +24.5% | +24.6% | -0.1% | +0.1% |
| 3Y | +125.8% | +126.8% | -1.0% | 0.0% |
| 5Y | +137.8% | +139.5% | -1.7% | -0.2% |
| 10Y | +221.4% | +226.3% | -4.9% | -0.8% |
| All | +852.8% | +875.8% | -22.9% | -1.1% |
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