+124.4%
IAU vs GFI
+287.6%
-163.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.9% |
| 7D | -2.0% | -4.9% | +2.8% | -0.6% |
| 30D | -1.5% | +10.7% | -12.3% | -4.4% |
| 3M | +3.3% | +25.6% | -22.4% | -3.7% |
| 6M | -16.2% | -8.3% | -8.0% | -15.8% |
| YTD | +0.7% | +6.3% | -5.6% | -2.0% |
| 1Y | +19.2% | +22.1% | -2.8% | +11.9% |
| 3Y | +124.4% | +289.2% | -164.8% | +64.2% |
| All | +124.4% | +287.6% | -163.2% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling