+868.5%
IAU vs GWW
+2,899.9%
-2,031.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.9% |
| 7D | +0.2% | -0.5% | +0.6% | +0.2% |
| 30D | +0.2% | -1.4% | +1.7% | +0.2% |
| 3M | +3.3% | -3.6% | +6.9% | +3.3% |
| 6M | -14.6% | +15.1% | -29.7% | -14.8% |
| YTD | +1.9% | +27.5% | -25.6% | +1.6% |
| 1Y | +20.9% | +29.6% | -8.7% | +20.5% |
| 3Y | +127.5% | +90.1% | +37.4% | +125.4% |
| 5Y | +141.9% | +222.6% | -80.7% | +137.6% |
| 10Y | +222.8% | +566.5% | -343.8% | +212.6% |
| All | +868.5% | +2,899.9% | -2,031.4% | +775.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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