+851.9%
IAU vs GPN
+559.1%
+292.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -1.7% |
| 7D | -3.4% | -3.5% | +0.1% | -3.3% |
| 30D | -1.1% | +3.1% | -4.2% | -1.1% |
| 3M | +5.8% | +42.3% | -36.5% | +5.6% |
| 6M | -16.9% | +20.9% | -37.8% | -17.0% |
| YTD | +0.1% | +15.2% | -15.1% | 0.0% |
| 1Y | +18.4% | +5.4% | +13.0% | +18.3% |
| 3Y | +123.6% | -27.4% | +151.0% | +123.6% |
| 5Y | +138.7% | -44.2% | +183.0% | +138.8% |
| 10Y | +217.2% | +27.4% | +189.8% | +217.3% |
| All | +851.9% | +559.1% | +292.8% | +864.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling