+113.1%
IAU vs GTLB
-49.4%
+162.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | +0.1% |
| 7D | -4.6% | -0.7% | -3.8% | -4.6% |
| 30D | -5.4% | -10.2% | +4.8% | -5.3% |
| 3M | -10.9% | +10.1% | -21.0% | -11.0% |
| 6M | -17.4% | +116.5% | -133.8% | -18.0% |
| YTD | -10.2% | +27.2% | -37.4% | -10.4% |
| 1Y | -7.1% | +8.6% | -15.6% | -7.1% |
| 3Y | +97.7% | +5.6% | +92.1% | +96.9% |
| 5Y | +105.3% | -61.8% | +167.1% | +106.6% |
| All | +113.1% | -49.4% | +162.5% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling