+127.1%
IAU vs GRMN
+179.1%
-51.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.0% |
| 7D | +0.2% | -1.4% | +1.6% | +0.3% |
| 30D | +0.2% | -13.1% | +13.3% | +1.0% |
| 3M | +3.3% | +14.9% | -11.7% | +2.4% |
| 6M | -14.6% | +13.1% | -27.7% | -15.2% |
| YTD | +1.9% | +35.3% | -33.4% | +0.5% |
| 1Y | +20.9% | +16.0% | +4.9% | +19.6% |
| All | +127.1% | +179.1% | -51.9% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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