+114.8%
IAU vs GD
+100.7%
+14.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -2.8% |
| 7D | +2.8% | -1.9% | +4.7% | +3.0% |
| 30D | -4.0% | +10.9% | -14.9% | -5.2% |
| 3M | -8.2% | -6.8% | -1.4% | -7.5% |
| 6M | -14.8% | +7.0% | -21.8% | -15.6% |
| YTD | -6.7% | +11.1% | -17.8% | -8.0% |
| 1Y | -2.2% | +7.0% | -9.3% | -3.3% |
| 3Y | +106.7% | +59.9% | +46.8% | +96.0% |
| 5Y | +114.8% | +102.5% | +12.3% | +99.9% |
| All | +114.8% | +100.7% | +14.1% | +99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling