+139.6%
IAU vs GTLB
-50.0%
+189.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.4% | +3.7% | -1.7% |
| 7D | +0.7% | +4.6% | -3.8% | +0.7% |
| 30D | +0.3% | +21.0% | -20.7% | +0.1% |
| 3M | +0.7% | +51.7% | -51.0% | +0.3% |
| 6M | -15.5% | +89.3% | -104.8% | -16.1% |
| YTD | +1.0% | +25.6% | -24.7% | +0.7% |
| 1Y | +19.6% | -1.5% | +21.1% | +19.6% |
| 3Y | +125.4% | -9.9% | +135.4% | +125.0% |
| All | +139.6% | -50.0% | +189.6% | +141.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling