+228.9%
ARM vs IAU
+103.2%
+125.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +5.1% |
| 7D | -15.2% | +4.7% | -20.0% | -17.5% |
| 30D | -40.7% | -0.9% | -39.8% | -40.4% |
| 3M | -39.1% | -4.4% | -34.7% | -37.6% |
| 6M | -26.4% | -13.5% | -12.9% | -21.7% |
| YTD | +59.7% | -5.9% | +65.6% | +64.6% |
| 1Y | +10.3% | +1.9% | +8.5% | +10.9% |
| 3Y | +228.9% | +104.1% | +124.8% | +147.0% |
| All | +228.9% | +103.2% | +125.6% | +147.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling