+867.9%
GLW vs IAU
+221.5%
+646.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.3% |
| 7D | +16.9% | +0.2% | +16.7% | +16.8% |
| 30D | +7.0% | +0.2% | +6.8% | +6.9% |
| 3M | -3.0% | +3.3% | -6.2% | -3.7% |
| 6M | +31.0% | -14.6% | +45.5% | +33.6% |
| YTD | +93.4% | +1.9% | +91.5% | +94.7% |
| 1Y | +134.7% | +20.9% | +113.9% | +134.1% |
| 3Y | +471.8% | +127.5% | +344.3% | +457.3% |
| 5Y | +394.5% | +141.9% | +252.5% | +376.9% |
| 10Y | +867.9% | +222.8% | +645.2% | +905.2% |
| All | +867.9% | +221.5% | +646.4% | +905.2% |
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