+542.4%
GLW vs IAU
+209.6%
+332.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.8% | +7.4% | +8.8% |
| 7D | -5.9% | +4.9% | -10.8% | -7.0% |
| 30D | -26.0% | -1.4% | -24.6% | -25.7% |
| 3M | -29.9% | -4.8% | -25.1% | -29.1% |
| 6M | -37.8% | -12.5% | -25.3% | -36.1% |
| YTD | +33.1% | -4.2% | +37.3% | +36.0% |
| 1Y | +36.8% | +3.1% | +33.7% | +39.1% |
| 3Y | +356.1% | +110.0% | +246.1% | +349.5% |
| 5Y | +243.8% | +123.1% | +120.7% | +234.9% |
| 10Y | +542.4% | +216.7% | +325.7% | +579.2% |
| All | +542.4% | +209.6% | +332.8% | +579.2% |
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