+448.7%
AXP vs IAU
+208.2%
+240.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | +0.6% | +4.7% | -4.2% | +0.6% |
| 30D | +5.8% | -0.9% | +6.7% | +5.8% |
| 3M | -6.0% | -4.4% | -1.6% | -6.0% |
| 6M | +0.3% | -13.5% | +13.8% | +0.1% |
| YTD | -12.3% | -5.9% | -6.4% | -12.1% |
| 1Y | -11.2% | +1.9% | -13.1% | -10.9% |
| 3Y | +117.0% | +104.1% | +13.0% | +120.1% |
| 5Y | +93.2% | +121.0% | -27.8% | +94.4% |
| All | +448.7% | +208.2% | +240.5% | +476.4% |
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