+772.6%
GLD vs IAU
+793.8%
-21.1%
-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 | +4.7% | +4.7% | 0.0% | 0.0% |
| 30D | -0.9% | -0.9% | 0.0% | 0.0% |
| 3M | -4.4% | -4.4% | 0.0% | 0.0% |
| 6M | -13.6% | -13.5% | -0.1% | -0.1% |
| YTD | -6.0% | -5.9% | -0.1% | -0.1% |
| 1Y | +1.8% | +1.9% | -0.1% | 0.0% |
| 3Y | +103.2% | +104.1% | -0.9% | 0.0% |
| 5Y | +119.3% | +121.0% | -1.7% | -0.3% |
| 10Y | +199.5% | +204.1% | -4.6% | -0.8% |
| All | +772.6% | +793.8% | -21.1% | -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