+358.7%
ALAB vs IAU
+99.7%
+259.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.7% | -3.6% | -4.6% |
| 7D | +0.6% | -3.4% | +4.0% | +2.1% |
| 30D | -8.8% | -1.1% | -7.7% | -8.3% |
| 3M | -14.0% | +5.8% | -19.8% | -16.0% |
| 6M | +144.3% | -16.9% | +161.2% | +160.9% |
| YTD | +71.0% | +0.1% | +70.9% | +75.7% |
| 1Y | +23.5% | +18.4% | +5.1% | +20.0% |
| All | +358.7% | +99.7% | +259.0% | +262.6% |
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