+222.2%
IAU vs GLDM
+225.0%
-2.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | 0.0% | 0.0% |
| 7D | +4.9% | +5.0% | -0.1% | -0.1% |
| 30D | -1.4% | -1.3% | -0.1% | -0.1% |
| 3M | -4.8% | -4.7% | -0.1% | -0.1% |
| 6M | -12.5% | -12.4% | -0.1% | -0.1% |
| YTD | -4.2% | -4.1% | -0.1% | -0.1% |
| 1Y | +3.1% | +3.3% | -0.2% | -0.2% |
| 3Y | +110.0% | +110.9% | -1.0% | -0.3% |
| 5Y | +123.1% | +124.8% | -1.7% | -0.6% |
| All | +222.2% | +225.0% | -2.8% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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