+231.1%
GM vs IAU
+220.2%
+10.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | -2.4% | -2.0% | -0.4% | -2.4% |
| 30D | -1.1% | -1.5% | +0.4% | -1.1% |
| 3M | +6.1% | +3.3% | +2.9% | +6.0% |
| 6M | +15.0% | -16.2% | +31.2% | +14.9% |
| YTD | +6.0% | +0.7% | +5.3% | +6.6% |
| 1Y | +47.1% | +19.2% | +27.9% | +47.6% |
| 3Y | +170.5% | +124.4% | +46.1% | +164.7% |
| 5Y | +80.5% | +140.0% | -59.5% | +73.8% |
| All | +231.1% | +220.2% | +10.9% | +229.5% |
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