+114.8%
IAU vs GLDM
+116.0%
-1.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | 0.0% |
| 7D | +2.8% | +2.9% | -0.1% | -0.1% |
| 30D | -4.0% | -3.9% | -0.1% | -0.1% |
| 3M | -8.2% | -8.1% | -0.1% | -0.1% |
| 6M | -14.8% | -14.7% | -0.1% | -0.1% |
| YTD | -6.7% | -6.6% | -0.1% | -0.1% |
| 1Y | -2.2% | -2.1% | -0.2% | -0.2% |
| 3Y | +106.7% | +107.7% | -1.0% | -0.7% |
| 5Y | +114.8% | +116.5% | -1.7% | -1.1% |
| All | +114.8% | +116.0% | -1.2% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling