+139.1%
IAU vs GRAB
-74.4%
+213.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.5% | +7.4% | +1.1% |
| 7D | +0.2% | -13.9% | +14.1% | +0.5% |
| 30D | +0.2% | -17.2% | +17.4% | +0.6% |
| 3M | +3.3% | -7.9% | +11.2% | +3.4% |
| 6M | -14.6% | -23.2% | +8.7% | -14.1% |
| YTD | +1.9% | -39.1% | +41.0% | +2.9% |
| 1Y | +20.9% | -42.5% | +63.4% | +22.2% |
| 3Y | +127.5% | -18.3% | +145.8% | +127.8% |
| 5Y | +141.9% | -71.7% | +213.6% | +143.5% |
| All | +139.1% | -74.4% | +213.6% | +145.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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