+219.7%
IAU vs GNRC
+448.8%
-229.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.4% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | -1.5% | -15.7% | +14.2% | -1.0% |
| 3M | +3.3% | -27.3% | +30.6% | +4.2% |
| 6M | -16.2% | -12.1% | -4.2% | -16.0% |
| YTD | +0.7% | +37.1% | -36.5% | -0.1% |
| 1Y | +19.2% | -0.5% | +19.7% | +19.0% |
| 3Y | +124.4% | +61.5% | +62.9% | +121.2% |
| 5Y | +140.0% | -58.6% | +198.6% | +138.2% |
| All | +219.7% | +448.8% | -229.2% | +243.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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