+216.4%
IAU vs GLDM
+219.1%
-2.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | 0.0% |
| 7D | +4.7% | +4.7% | +0.1% | +0.1% |
| 30D | -0.9% | -0.9% | 0.0% | 0.0% |
| 3M | -4.4% | -4.3% | -0.1% | -0.1% |
| 6M | -13.5% | -13.4% | -0.1% | -0.1% |
| YTD | -5.9% | -5.8% | -0.1% | -0.1% |
| 1Y | +1.9% | +2.1% | -0.2% | -0.2% |
| 3Y | +104.1% | +105.0% | -1.0% | -0.3% |
| 5Y | +121.0% | +122.5% | -1.5% | -0.5% |
| All | +216.4% | +219.1% | -2.7% | +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