+210.7%
IAU vs GD
+165.7%
+44.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -4.6% | +2.7% | -7.2% | -4.7% |
| 30D | -5.4% | +8.6% | -14.0% | -5.8% |
| 3M | -10.9% | -7.1% | -3.8% | -10.6% |
| 6M | -17.4% | +7.5% | -24.8% | -17.7% |
| YTD | -10.2% | +9.9% | -20.1% | -10.7% |
| 1Y | -7.1% | +7.6% | -14.6% | -7.5% |
| 3Y | +97.7% | +56.2% | +41.5% | +94.5% |
| 5Y | +105.3% | +100.6% | +4.7% | +101.5% |
| All | +210.7% | +165.7% | +44.9% | +210.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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