+520.8%
APP vs IAU
+124.3%
+396.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.5% | +2.9% |
| 7D | +48.9% | -2.0% | +50.9% | +50.6% |
| 30D | +49.4% | -4.4% | +53.9% | +53.3% |
| 3M | +27.0% | -8.9% | +35.9% | +32.6% |
| 6M | -15.4% | -15.9% | +0.5% | -8.3% |
| YTD | -39.9% | -7.8% | -32.2% | -36.0% |
| 1Y | -32.0% | -3.8% | -28.2% | -28.7% |
| 3Y | +824.3% | +104.3% | +720.0% | +597.8% |
| 5Y | +252.4% | +111.2% | +141.2% | +140.7% |
| All | +520.8% | +124.3% | +396.5% | +296.9% |
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