+1,361.6%
AAPL vs IAU
+210.5%
+1,151.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.6% | +0.2% |
| 7D | +3.2% | -5.5% | +8.7% | +3.8% |
| 30D | +4.1% | -7.0% | +11.0% | +4.8% |
| 3M | +17.5% | -12.3% | +29.8% | +18.9% |
| 6M | +20.6% | -17.9% | +38.5% | +22.7% |
| YTD | +31.0% | -10.3% | +41.3% | +31.5% |
| 1Y | +30.2% | -7.9% | +38.1% | +30.3% |
| 3Y | +92.9% | +98.7% | -5.8% | +73.0% |
| 5Y | +142.4% | +105.0% | +37.4% | +114.3% |
| All | +1,361.6% | +210.5% | +1,151.1% | +1,305.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 10y: compounded portfolio wealth divided by compounded IAU 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…
10y analysis · Full analysis span regression · 6 months rolling