-7.1%
IAU vs GSK
+9.8%
-16.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -4.6% | +1.1% | -5.7% | -4.7% |
| 30D | -5.4% | +6.3% | -11.8% | -6.0% |
| 3M | -10.9% | +1.8% | -12.7% | -10.9% |
| 6M | -17.4% | +1.7% | -19.0% | -17.6% |
| YTD | -10.2% | +6.5% | -16.8% | -8.8% |
| 1Y | -7.1% | +9.5% | -16.5% | -5.4% |
| All | -7.1% | +9.8% | -16.8% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling