+234.1%
ABT vs IAU
+210.9%
+23.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -1.3% | -4.6% | +3.3% | -0.8% |
| 30D | +6.0% | -5.4% | +11.5% | +6.6% |
| 3M | -1.9% | -10.9% | +9.0% | -0.9% |
| 6M | +31.2% | -17.4% | +48.5% | +33.4% |
| YTD | -11.2% | -10.2% | -1.0% | -11.1% |
| 1Y | -14.0% | -7.1% | -6.9% | -14.2% |
| 3Y | +20.7% | +97.7% | -77.1% | +8.5% |
| 5Y | -6.7% | +105.3% | -112.0% | -17.4% |
| All | +234.1% | +210.9% | +23.2% | +192.9% |
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