+138.7%
IAU vs GSK
+47.2%
+91.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.6% |
| 7D | -3.4% | -5.4% | +2.0% | -2.9% |
| 30D | -1.1% | -4.6% | +3.5% | -0.7% |
| 3M | +5.8% | -5.1% | +10.9% | +6.2% |
| 6M | -16.9% | -11.4% | -5.5% | -16.2% |
| YTD | +0.1% | +0.7% | -0.6% | 0.0% |
| 1Y | +18.4% | +23.0% | -4.6% | +16.4% |
| 3Y | +123.6% | +48.0% | +75.6% | +114.0% |
| 5Y | +138.7% | +48.2% | +90.5% | +124.1% |
| All | +138.7% | +47.2% | +91.5% | +124.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling