+155.6%
GS vs IAU
+105.6%
+50.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +5.9% | -4.6% | +10.4% | +6.9% |
| 30D | +4.3% | -5.4% | +9.7% | +5.5% |
| 3M | -11.7% | -10.9% | -0.8% | -9.6% |
| 6M | -3.2% | -17.4% | +14.2% | -0.2% |
| YTD | +5.8% | -10.2% | +16.0% | +8.1% |
| 1Y | +16.0% | -7.1% | +23.1% | +18.2% |
| 3Y | +199.8% | +97.7% | +102.0% | +180.9% |
| All | +155.6% | +105.6% | +50.0% | +115.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling