+139.3%
IAU vs GNRC
-58.7%
+198.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.8% |
| 3M | +3.3% | -27.3% | +30.6% | +4.5% |
| 6M | -16.2% | -12.1% | -4.2% | -15.9% |
| YTD | +0.7% | +37.1% | -36.5% | -0.4% |
| 1Y | +19.2% | -0.5% | +19.7% | +18.8% |
| 3Y | +124.4% | +61.5% | +62.9% | +120.1% |
| All | +139.3% | -58.7% | +198.0% | +131.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling