-41.3%
GLW vs IAU
-13.3%
-28.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +3.2% |
| 7D | -13.9% | +4.7% | -18.7% | -17.4% |
| 30D | -35.0% | -0.9% | -34.1% | -34.3% |
| 3M | -32.4% | -4.4% | -28.0% | -30.3% |
| 6M | -41.3% | -13.5% | -27.8% | -24.3% |
| All | -41.3% | -13.3% | -28.0% | -24.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling