-13.7%
IAU vs GD
-0.9%
-12.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +0.9% | -0.6% |
| 7D | -0.5% | -5.3% | +4.7% | +0.2% |
| 30D | +4.4% | -6.4% | +10.9% | +5.3% |
| 3M | -1.1% | +5.7% | -6.8% | -2.4% |
| 6M | -13.7% | -0.9% | -12.8% | -11.5% |
| All | -13.7% | -0.9% | -12.8% | -11.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling