+407.0%
AXP vs IAU
+210.9%
+196.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.1% | -4.6% | +4.5% | -0.1% |
| 30D | +4.4% | -5.4% | +9.9% | +4.5% |
| 3M | -6.4% | -10.9% | +4.5% | -6.4% |
| 6M | +4.2% | -17.4% | +21.5% | +4.0% |
| YTD | -12.4% | -10.2% | -2.2% | -12.2% |
| 1Y | -11.1% | -7.1% | -4.1% | -10.9% |
| 3Y | +114.9% | +97.7% | +17.1% | +117.5% |
| 5Y | +87.4% | +105.3% | -17.9% | +87.5% |
| All | +407.0% | +210.9% | +196.1% | +440.5% |
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