+279.0%
IAU vs GNRC
+2,020.8%
-1,741.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -1.7% |
| 7D | -3.4% | -0.7% | -2.6% | -3.4% |
| 30D | -1.1% | -15.8% | +14.7% | -0.8% |
| 3M | +5.8% | -24.0% | +29.9% | +6.3% |
| 6M | -16.9% | -13.8% | -3.2% | -16.8% |
| YTD | +0.1% | +33.2% | -33.1% | -0.2% |
| 1Y | +18.4% | -1.8% | +20.2% | +18.3% |
| 3Y | +123.6% | +57.7% | +65.8% | +122.0% |
| 5Y | +138.7% | -59.7% | +198.5% | +137.3% |
| 10Y | +217.2% | +430.7% | -213.5% | +219.1% |
| All | +279.0% | +2,020.8% | -1,741.8% | +288.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling