+197.1%
ABT vs IAU
+220.2%
-23.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.4% |
| 7D | -5.9% | -2.0% | -3.9% | -5.7% |
| 30D | -8.1% | -1.5% | -6.5% | -8.0% |
| 3M | +14.5% | +3.3% | +11.3% | +14.2% |
| 6M | -6.3% | -16.2% | +10.0% | -4.8% |
| YTD | -17.1% | +0.7% | -17.8% | -17.8% |
| 1Y | -21.4% | +19.2% | -40.6% | -23.7% |
| 3Y | +5.9% | +124.4% | -118.5% | -5.8% |
| 5Y | -12.8% | +140.0% | -152.8% | -23.8% |
| All | +197.1% | +220.2% | -23.1% | +162.3% |
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