+127.1%
IAU vs GTLB
-12.2%
+139.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +0.9% |
| 7D | +0.2% | -6.6% | +6.7% | +0.2% |
| 30D | +0.2% | +13.7% | -13.5% | +0.2% |
| 3M | +3.3% | +52.9% | -49.6% | +3.1% |
| 6M | -14.6% | +88.5% | -103.0% | -14.6% |
| YTD | +1.9% | +23.4% | -21.6% | +2.1% |
| 1Y | +20.9% | -3.8% | +24.7% | +21.4% |
| All | +127.1% | -12.2% | +139.3% | +128.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling