+105.6%
IAU vs GRMN
+119.5%
-13.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | -4.6% | -0.9% | -3.7% | -4.5% |
| 30D | -5.4% | +1.2% | -6.6% | -5.5% |
| 3M | -10.9% | -8.9% | -2.0% | -10.4% |
| 6M | -17.4% | +23.0% | -40.4% | -18.5% |
| YTD | -10.2% | +41.2% | -51.4% | -12.0% |
| 1Y | -7.1% | +47.5% | -54.5% | -9.1% |
| 3Y | +97.7% | +155.8% | -58.0% | +85.9% |
| All | +105.6% | +119.5% | -13.9% | +92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling