+143.7%
IAU vs GFS
-3.7%
+147.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.4% | -0.9% |
| 7D | -0.5% | +1.0% | -1.5% | -0.5% |
| 30D | +4.4% | -8.6% | +13.0% | +4.7% |
| 3M | -1.1% | -46.5% | +45.5% | +0.7% |
| 6M | -13.7% | -4.8% | -8.9% | -13.6% |
| YTD | +2.7% | +29.7% | -26.9% | +2.4% |
| 1Y | +24.6% | +35.8% | -11.2% | +24.1% |
| 3Y | +126.8% | -18.3% | +145.2% | +126.6% |
| All | +143.7% | -3.7% | +147.4% | +146.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling