+219.7%
IAU vs GFI
+1,093.3%
-873.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.4% |
| 7D | -2.0% | -2.7% | +0.7% | -1.5% |
| 30D | -1.5% | +13.2% | -14.8% | -3.9% |
| 3M | +3.3% | +28.5% | -25.2% | -1.9% |
| 6M | -16.2% | -6.2% | -10.1% | -16.1% |
| YTD | +0.7% | +8.7% | -8.1% | -1.8% |
| 1Y | +19.2% | +24.8% | -5.6% | +13.1% |
| 3Y | +124.4% | +298.0% | -173.6% | +71.6% |
| 5Y | +140.0% | +546.0% | -406.0% | +64.3% |
| All | +219.7% | +1,093.3% | -873.7% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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