+2.9%
IAU vs GPN
+20.6%
-17.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.9% | +5.6% | +3.7% |
| 7D | -0.3% | +15.0% | -15.3% | -0.4% |
| 30D | -1.9% | +16.9% | -18.8% | -2.1% |
| 3M | -0.4% | +9.2% | -9.6% | -0.4% |
| 6M | -10.1% | +34.7% | -44.8% | -11.2% |
| YTD | -5.9% | +25.4% | -31.3% | -6.6% |
| 1Y | +2.9% | +21.7% | -18.8% | +2.5% |
| All | +2.9% | +20.6% | -17.7% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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