+752.5%
IAU vs GSK
+218.2%
+534.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | -5.5% | +0.5% | -5.9% | -5.5% |
| 30D | -7.0% | +9.4% | -16.4% | -7.5% |
| 3M | -12.3% | +1.6% | -13.9% | -12.4% |
| 6M | -17.9% | +1.3% | -19.3% | -18.1% |
| YTD | -10.3% | +6.0% | -16.3% | -10.7% |
| 1Y | -7.9% | +9.1% | -17.0% | -8.5% |
| 3Y | +98.7% | +65.4% | +33.3% | +92.0% |
| 5Y | +105.0% | +43.0% | +62.1% | +99.0% |
| 10Y | +207.7% | +103.1% | +104.6% | +192.9% |
| All | +752.5% | +218.2% | +534.4% | +664.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling