+876.7%
IAU vs GAP
+83.8%
+792.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -0.5% | -4.5% | +4.0% | -0.5% |
| 30D | +4.4% | +9.0% | -4.6% | +4.5% |
| 3M | -1.1% | +5.0% | -6.1% | -1.0% |
| 6M | -13.7% | -17.8% | +4.1% | -13.8% |
| YTD | +2.7% | -10.4% | +13.1% | +2.7% |
| 1Y | +24.6% | -3.4% | +28.0% | +24.6% |
| 3Y | +126.8% | +111.5% | +15.4% | +127.9% |
| 5Y | +139.5% | +8.8% | +130.7% | +139.9% |
| 10Y | +226.3% | +32.9% | +193.4% | +227.0% |
| All | +876.7% | +83.8% | +792.9% | +833.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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