+209.5%
IAU vs GD
+190.6%
+18.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | +4.7% | -5.0% | +9.7% | +5.0% |
| 30D | -0.9% | +8.9% | -9.8% | -1.3% |
| 3M | -4.4% | -8.0% | +3.7% | -4.0% |
| 6M | -13.5% | +2.9% | -16.4% | -13.7% |
| YTD | -5.9% | +7.1% | -13.0% | -6.3% |
| 1Y | +1.9% | +5.9% | -4.0% | +1.5% |
| 3Y | +104.1% | +53.9% | +50.2% | +101.2% |
| 5Y | +121.0% | +95.4% | +25.6% | +117.6% |
| All | +209.5% | +190.6% | +18.9% | +214.2% |
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