+457.2%
GS vs IAU
+208.6%
+248.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.1% | +0.6% |
| 7D | +1.6% | +2.8% | -1.2% | +1.4% |
| 30D | +1.7% | -4.0% | +5.6% | +1.9% |
| 3M | -11.6% | -8.2% | -3.4% | -11.1% |
| 6M | -1.9% | -14.8% | +12.9% | -1.5% |
| YTD | +5.1% | -6.7% | +11.8% | +6.0% |
| 1Y | +16.4% | -2.2% | +18.7% | +17.7% |
| 3Y | +199.0% | +106.7% | +92.2% | +218.3% |
| 5Y | +157.4% | +114.8% | +42.6% | +172.6% |
| 10Y | +457.2% | +213.0% | +244.3% | +610.5% |
| All | +457.2% | +208.6% | +248.6% | +610.5% |
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