+222.8%
IAU vs GPC
+83.6%
+139.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.9% |
| 7D | +0.2% | -0.6% | +0.8% | +0.2% |
| 30D | +0.2% | +1.3% | -1.1% | +0.2% |
| 3M | +3.3% | +37.1% | -33.8% | +2.7% |
| 6M | -14.6% | +23.2% | -37.8% | -15.0% |
| YTD | +1.9% | +13.1% | -11.2% | +1.6% |
| 1Y | +20.9% | +0.9% | +20.0% | +20.5% |
| 3Y | +127.5% | -0.8% | +128.3% | +126.8% |
| 5Y | +141.9% | +31.1% | +110.8% | +140.8% |
| 10Y | +222.8% | +87.4% | +135.4% | +216.2% |
| All | +222.8% | +83.6% | +139.1% | +216.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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