+219.7%
IAU vs GPN
+28.5%
+191.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -2.0% | -4.3% | +2.3% | -2.0% |
| 30D | -1.5% | 0.0% | -1.5% | -1.5% |
| 3M | +3.3% | +35.8% | -32.6% | +2.9% |
| 6M | -16.2% | +22.0% | -38.2% | -16.5% |
| YTD | +0.7% | +15.2% | -14.5% | +0.4% |
| 1Y | +19.2% | +3.5% | +15.7% | +19.0% |
| 3Y | +124.4% | -26.9% | +151.4% | +124.7% |
| 5Y | +140.0% | -44.2% | +184.3% | +140.7% |
| All | +219.7% | +28.5% | +191.1% | +210.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling