+35.0%
IAU vs GLXY
+2.7%
+32.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.3% | -1.5% |
| 7D | -3.4% | -8.9% | +5.6% | -2.9% |
| 30D | -1.1% | +19.9% | -21.0% | -2.1% |
| 3M | +5.8% | -20.0% | +25.8% | +6.5% |
| 6M | -16.9% | +10.5% | -27.5% | -17.4% |
| YTD | +0.1% | +7.9% | -7.8% | -1.1% |
| 1Y | +18.4% | -7.5% | +25.9% | +17.1% |
| All | +35.0% | +2.7% | +32.3% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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