-26.4%
ARM vs IAU
-13.3%
-13.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +5.6% |
| 7D | -15.2% | +4.7% | -20.0% | -20.5% |
| 30D | -40.7% | -0.9% | -39.8% | -39.8% |
| 3M | -39.1% | -4.4% | -34.7% | -36.3% |
| 6M | -26.4% | -13.5% | -12.9% | +1.9% |
| All | -26.4% | -13.3% | -13.1% | +1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling