+174.6%
ARM vs IAU
+112.0%
+62.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +5.1% |
| 7D | -15.2% | +4.7% | -20.0% | -17.4% |
| 30D | -40.7% | -0.9% | -39.8% | -40.4% |
| 3M | -39.1% | -4.4% | -34.7% | -37.7% |
| 6M | -26.4% | -13.5% | -12.9% | -22.0% |
| YTD | +59.7% | -5.9% | +65.6% | +64.8% |
| 1Y | +10.3% | +1.9% | +8.5% | +11.3% |
| 3Y | +228.9% | +104.1% | +124.8% | +181.1% |
| All | +174.6% | +112.0% | +62.6% | +138.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling