+214.2%
ARM vs IAU
+102.1%
+112.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -0.4% |
| 7D | +19.8% | -5.5% | +25.3% | +23.1% |
| 30D | -21.8% | -7.0% | -14.8% | -18.9% |
| 3M | -26.5% | -12.3% | -14.2% | -21.7% |
| 6M | -3.9% | -17.9% | +14.0% | +4.4% |
| YTD | +82.8% | -10.3% | +93.1% | +92.9% |
| 1Y | +34.3% | -7.9% | +42.2% | +40.6% |
| 3Y | +282.2% | +98.7% | +183.5% | +239.2% |
| All | +214.2% | +102.1% | +112.1% | +178.8% |
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