{"schemaVersion":1,"ticker":"GLD","asOf":"2026-11-02","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/gld/","methodology":"https://etfiq.com/methodology/","as_of":"2026-11-02","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, GLD against its benchmark, data as of 2026-11-02, https://etfiq.com/funds/gld/"},"benchmark":{"ticker":"IAU","name":"the price of gold","tier":1,"kind":"physical","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"GLD","b":"IAU","window":{"from":"2010-01-15","to":"2026-10-30","firstReturn":"2010-01-22","weeklyReturns":876,"years":16.79,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.01539638,"perWeek":0.0002960843,"days":4201,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":2.20927296,"b":2.28557268,"edge":"IAU (slight)","lead":"IAU"},"annualised":{"a":0.071669,"b":0.07316478,"edge":"IAU (slight)","lead":"IAU"},"price":{"a":2.20927296,"b":2.28557268,"edge":"IAU (slight)","lead":"IAU"},"volatility":{"a":0.15805983,"b":0.15809082,"edge":"Tie"},"downsideDeviation":{"a":0.10922744,"b":0.10904806,"edge":"Tie"},"maxDrawdown":{"a":-0.44743994,"b":-0.44365814,"edge":"Tie","aPeak":"2011-09-02","aTrough":"2015-11-27","bPeak":"2011-09-02","bTrough":"2015-11-27"},"excess":{"a":0.06637269,"b":0.06777286,"edge":"IAU (slight)","lead":"IAU"},"sharpe":{"a":0.41992133,"b":0.42869577,"edge":"IAU (slight)","lead":"IAU"},"sortino":{"a":0.60765584,"b":0.62149536,"edge":"IAU (slight)","lead":"IAU"},"calmar":{"a":0.16017569,"b":0.16491252,"edge":"IAU (slight)","lead":"IAU"}},"relative":{"GLD":{"on":"IAU","beta":0.99931251,"r2":0.99901713,"alpha":-0.00135358,"alphaT":-1.11853551,"alphaLow":-0.00372869,"alphaHigh":0.00102153,"upsideCapture":0.99546245,"downsideCapture":1.00006986,"treynor":0.06641835,"trackingError":0.00495648,"informationRatio":-0.28249321,"upWeeks":466,"downWeeks":393,"treynorReference":0.06777286,"edges":{"beta":{"edge":"Tie","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"Tie"},"downsideCapture":{"edge":"Tie"},"treynor":{"edge":"Tie"},"informationRatio":{"edge":null,"lead":"IAU","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"GLD":{"kept":"2026-11-03","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":876,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":2.20927296}},"IAU":{"kept":"2026-11-03","distributions":0,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":876,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":2.28557268}}}}