+97.7%
IAU vs GFS
-19.0%
+116.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.3% |
| 7D | -4.6% | +7.4% | -12.0% | -5.0% |
| 30D | -5.4% | -15.3% | +9.8% | -4.6% |
| 3M | -10.9% | -21.1% | +10.2% | -9.9% |
| 6M | -17.4% | -44.5% | +27.1% | -15.2% |
| YTD | -10.2% | +19.2% | -29.4% | -10.5% |
| 1Y | -7.1% | +27.2% | -34.3% | -7.5% |
| 3Y | +97.7% | -20.1% | +117.9% | +101.1% |
| All | +97.7% | -19.0% | +116.8% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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