+143.3%
IAU vs GWRE
+736.4%
-593.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.7% |
| 7D | -3.4% | -30.9% | +27.6% | -2.8% |
| 30D | -1.1% | -20.7% | +19.6% | -0.7% |
| 3M | +5.8% | +20.2% | -14.3% | +5.3% |
| 6M | -16.9% | -11.9% | -5.1% | -16.9% |
| YTD | +0.1% | -30.3% | +30.4% | +0.5% |
| 1Y | +18.4% | -44.6% | +63.0% | +19.3% |
| 3Y | +123.6% | +48.8% | +74.8% | +122.2% |
| 5Y | +138.7% | +14.8% | +124.0% | +136.1% |
| 10Y | +217.2% | +128.1% | +89.1% | +215.9% |
| All | +143.3% | +736.4% | -593.0% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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