+787.1%
IAU vs GPC
+483.0%
+304.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.6% |
| 7D | +2.8% | +0.4% | +2.5% | +2.8% |
| 30D | -4.0% | -1.8% | -2.1% | -4.0% |
| 3M | -8.2% | -6.6% | -1.6% | -8.2% |
| 6M | -14.8% | +21.3% | -36.1% | -14.6% |
| YTD | -6.7% | +4.3% | -11.0% | -6.6% |
| 1Y | -2.2% | +3.3% | -5.5% | -2.2% |
| 3Y | +106.7% | +0.8% | +106.0% | +107.0% |
| 5Y | +114.8% | +7.4% | +107.4% | +115.9% |
| 10Y | +213.0% | +79.2% | +133.7% | +218.5% |
| All | +787.1% | +483.0% | +304.1% | +879.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling