+238.7%
GM vs IAU
+210.4%
+28.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.2% |
| 7D | +0.4% | +0.7% | -0.3% | +0.4% |
| 30D | -1.8% | +0.3% | -2.2% | -1.8% |
| 3M | +2.6% | +0.7% | +1.9% | +2.6% |
| 6M | +14.6% | -15.5% | +30.0% | +14.3% |
| YTD | +6.2% | +1.0% | +5.2% | +6.6% |
| 1Y | +48.7% | +19.6% | +29.1% | +49.4% |
| 3Y | +168.3% | +125.4% | +42.9% | +168.7% |
| 5Y | +82.8% | +140.7% | -58.0% | +82.1% |
| 10Y | +226.2% | +218.1% | +8.1% | +230.0% |
| All | +238.7% | +210.4% | +28.3% | +272.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling