+151.3%
IAU vs GGLL
+328.4%
-177.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | +0.7% | +1.9% | -1.1% | +0.7% |
| 30D | +0.3% | -9.7% | +10.1% | +0.8% |
| 3M | +0.7% | -18.0% | +18.7% | +1.4% |
| 6M | -15.5% | +15.3% | -30.8% | -16.3% |
| YTD | +1.0% | +2.2% | -1.2% | +0.2% |
| 1Y | +19.6% | +73.1% | -53.5% | +16.4% |
| 3Y | +125.4% | +242.7% | -117.2% | +112.8% |
| All | +151.3% | +328.4% | -177.1% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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