-7.1%
IAU vs KGC
-20.2%
+13.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -4.6% | -6.7% | +2.1% | -1.8% |
| 30D | -5.4% | -6.7% | +1.2% | -3.0% |
| 3M | -10.9% | -22.6% | +11.7% | -2.0% |
| 6M | -17.4% | -33.4% | +16.1% | -3.7% |
| YTD | -10.2% | -26.0% | +15.8% | +1.7% |
| 1Y | -7.1% | -18.3% | +11.2% | +3.9% |
| All | -7.1% | -20.2% | +13.2% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 1y: compounded portfolio wealth divided by compounded KGC 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…
1y analysis · Full analysis span regression · 6 months rolling