+138.7%
IAU vs GME
-58.9%
+197.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -1.7% |
| 7D | -3.4% | +6.0% | -9.4% | -3.4% |
| 30D | -1.1% | +8.3% | -9.4% | -1.2% |
| 3M | +5.8% | -9.1% | +14.9% | +5.9% |
| 6M | -16.9% | -16.3% | -0.6% | -16.8% |
| YTD | +0.1% | +1.5% | -1.4% | +0.1% |
| 1Y | +18.4% | -16.3% | +34.7% | +18.5% |
| 3Y | +123.6% | +15.1% | +108.4% | +122.8% |
| 5Y | +138.7% | -57.2% | +195.9% | +135.6% |
| All | +138.7% | -58.9% | +197.6% | +135.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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