+138.7%
IAU vs GH
+21.3%
+117.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.7% |
| 7D | -3.4% | -1.2% | -2.1% | -3.3% |
| 30D | -1.1% | -3.7% | +2.6% | -1.0% |
| 3M | +5.8% | +21.7% | -15.8% | +5.3% |
| 6M | -16.9% | +75.7% | -92.7% | -18.1% |
| YTD | +0.1% | +55.7% | -55.6% | -1.1% |
| 1Y | +18.4% | +181.1% | -162.7% | +15.6% |
| 3Y | +123.6% | +371.6% | -248.0% | +115.0% |
| 5Y | +138.7% | +23.2% | +115.6% | +130.7% |
| All | +138.7% | +21.3% | +117.5% | +130.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling