+1,048.6%
GS vs IAU
+801.0%
+247.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.8% | -7.2% | -6.4% |
| 7D | -6.3% | +1.9% | -8.2% | -6.4% |
| 30D | -3.1% | -1.7% | -1.4% | -3.1% |
| 3M | -17.7% | -3.6% | -14.1% | -17.6% |
| 6M | -4.6% | -10.1% | +5.6% | -4.4% |
| YTD | +0.3% | -5.1% | +5.4% | +0.5% |
| 1Y | +11.7% | +2.6% | +9.1% | +12.1% |
| 3Y | +183.6% | +104.1% | +79.5% | +187.5% |
| 5Y | +141.0% | +122.8% | +18.2% | +144.4% |
| 10Y | +507.4% | +206.5% | +300.9% | +521.6% |
| All | +1,048.6% | +801.0% | +247.6% | +926.1% |
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