+526.0%
GLW vs IAU
+210.9%
+315.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | +7.7% | -4.6% | +12.3% | +8.9% |
| 30D | -18.8% | -5.4% | -13.4% | -17.8% |
| 3M | -27.7% | -10.9% | -16.9% | -25.8% |
| 6M | -44.4% | -17.4% | -27.1% | -42.2% |
| YTD | +31.3% | -10.2% | +41.5% | +36.1% |
| 1Y | +40.0% | -7.1% | +47.1% | +44.8% |
| 3Y | +339.2% | +97.7% | +241.5% | +338.8% |
| 5Y | +229.2% | +105.3% | +123.9% | +224.9% |
| All | +526.0% | +210.9% | +315.0% | +570.3% |
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