-3.8%
IAU vs GD
+7.0%
-10.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | -2.0% | +0.6% | -2.6% | -2.1% |
| 30D | -4.4% | +9.5% | -13.9% | -6.1% |
| 3M | -8.9% | -5.8% | -3.1% | -7.8% |
| 6M | -15.9% | +7.7% | -23.7% | -17.7% |
| YTD | -7.8% | +11.1% | -18.8% | -10.6% |
| 1Y | -3.8% | +6.1% | -9.9% | -6.8% |
| All | -3.8% | +7.0% | -10.7% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling