+124.4%
IAU vs GPN
-27.6%
+152.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -2.0% | -4.6% | +2.6% | -2.0% |
| 30D | -1.5% | -0.3% | -1.3% | -1.5% |
| 3M | +3.3% | +35.4% | -32.2% | +3.2% |
| 6M | -16.2% | +21.7% | -37.9% | -16.3% |
| YTD | +0.7% | +14.9% | -14.2% | +0.5% |
| 1Y | +19.2% | +3.2% | +16.0% | +18.9% |
| 3Y | +124.4% | -27.1% | +151.6% | +124.1% |
| All | +124.4% | -27.6% | +152.0% | +124.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling