+521.8%
GLW vs IAU
+208.6%
+313.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -2.7% |
| 7D | -11.1% | +2.8% | -13.9% | -11.7% |
| 30D | -28.4% | -4.0% | -24.5% | -27.7% |
| 3M | -28.8% | -8.2% | -20.6% | -27.4% |
| 6M | -39.8% | -14.8% | -25.0% | -37.8% |
| YTD | +28.7% | -6.7% | +35.4% | +32.3% |
| 1Y | +27.7% | -2.2% | +30.0% | +30.8% |
| 3Y | +331.3% | +106.7% | +224.6% | +327.7% |
| 5Y | +233.4% | +114.8% | +118.6% | +226.8% |
| 10Y | +521.8% | +213.0% | +308.8% | +563.7% |
| All | +521.8% | +208.6% | +313.1% | +563.7% |
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