+801.9%
IAU vs GD
+1,001.6%
-199.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.2% | +0.9% |
| 7D | +1.9% | -3.9% | +5.8% | +2.0% |
| 30D | -1.7% | +8.1% | -9.8% | -2.0% |
| 3M | -3.6% | -6.8% | +3.2% | -3.4% |
| 6M | -10.1% | +3.0% | -13.1% | -10.3% |
| YTD | -5.1% | +7.8% | -12.9% | -5.4% |
| 1Y | +2.6% | +5.8% | -3.2% | +2.3% |
| 3Y | +104.1% | +55.3% | +48.8% | +101.5% |
| 5Y | +122.8% | +96.7% | +26.1% | +119.0% |
| 10Y | +206.5% | +195.4% | +11.1% | +198.1% |
| All | +801.9% | +1,001.6% | -199.7% | +731.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling