+20.9%
IAU vs GPC
+0.6%
+20.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | +0.2% | -0.6% | +0.8% | +0.2% |
| 30D | +0.2% | +1.3% | -1.1% | +0.1% |
| 3M | +3.3% | +37.1% | -33.8% | -1.1% |
| 6M | -14.6% | +23.2% | -37.8% | -17.4% |
| YTD | +1.9% | +13.1% | -11.2% | +1.8% |
| 1Y | +20.9% | +0.9% | +20.0% | +18.9% |
| All | +20.9% | +0.6% | +20.3% | +18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling