+867.4%
AXP vs IAU
+875.8%
-8.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.1% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | -6.5% | +4.4% | -11.0% | -6.4% |
| 3M | +4.6% | -1.1% | +5.7% | +4.6% |
| 6M | +5.4% | -13.7% | +19.1% | +5.0% |
| YTD | -11.1% | +2.7% | -13.9% | -11.0% |
| 1Y | -0.3% | +24.6% | -24.9% | +0.4% |
| 3Y | +111.6% | +126.8% | -15.3% | +116.5% |
| 5Y | +117.6% | +139.5% | -21.9% | +122.7% |
| 10Y | +474.1% | +226.3% | +247.9% | +495.1% |
| All | +867.4% | +875.8% | -8.4% | +892.3% |
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