+255.6%
IAU vs GH
+467.1%
-211.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.6% |
| 7D | -2.0% | -2.5% | +0.5% | -2.0% |
| 30D | -1.5% | -4.7% | +3.2% | -1.5% |
| 3M | +3.3% | +20.2% | -17.0% | +2.9% |
| 6M | -16.2% | +78.8% | -95.0% | -17.1% |
| YTD | +0.7% | +54.1% | -53.4% | -0.2% |
| 1Y | +19.2% | +177.1% | -157.8% | +17.2% |
| 3Y | +124.4% | +371.6% | -247.2% | +118.3% |
| 5Y | +140.0% | +21.9% | +118.1% | +134.9% |
| All | +255.6% | +467.1% | -211.6% | +250.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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