+193.0%
ARM vs IAU
+115.9%
+77.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.8% | +4.9% | +5.8% |
| 7D | -5.3% | +4.9% | -10.2% | -7.7% |
| 30D | -30.0% | -1.4% | -28.7% | -29.5% |
| 3M | -34.1% | -4.8% | -29.3% | -32.4% |
| 6M | -12.6% | -12.5% | -0.2% | -8.0% |
| YTD | +70.4% | -4.2% | +74.6% | +74.3% |
| 1Y | +22.3% | +3.1% | +19.1% | +22.5% |
| 3Y | +261.2% | +110.0% | +151.2% | +208.2% |
| All | +193.0% | +115.9% | +77.0% | +152.0% |
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