+866.8%
AXP vs IAU
+801.0%
+65.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.3% |
| 7D | +0.4% | +1.9% | -1.5% | +0.4% |
| 30D | +7.0% | -1.7% | +8.8% | +7.0% |
| 3M | -6.6% | -3.6% | -3.0% | -6.7% |
| 6M | +3.5% | -10.1% | +13.6% | +3.2% |
| YTD | -11.2% | -5.1% | -6.0% | -11.2% |
| 1Y | -10.2% | +2.6% | -12.8% | -9.9% |
| 3Y | +120.0% | +104.1% | +16.0% | +124.6% |
| 5Y | +95.6% | +122.8% | -27.2% | +99.9% |
| 10Y | +468.1% | +206.5% | +261.6% | +488.3% |
| All | +866.8% | +801.0% | +65.8% | +890.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling