+486.7%
GS vs IAU
+208.2%
+278.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -3.2% | +4.7% | -8.0% | -3.5% |
| 30D | -2.4% | -0.9% | -1.5% | -2.4% |
| 3M | -15.7% | -4.4% | -11.4% | -15.5% |
| 6M | -6.8% | -13.5% | +6.7% | -6.5% |
| YTD | -0.1% | -5.9% | +5.8% | +0.8% |
| 1Y | +12.1% | +1.9% | +10.2% | +13.5% |
| 3Y | +185.8% | +104.1% | +81.7% | +204.4% |
| 5Y | +140.1% | +121.0% | +19.1% | +156.1% |
| All | +486.7% | +208.2% | +278.5% | +642.9% |
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