+193.4%
B vs IAU
+216.4%
-23.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.3% | +1.3% |
| 7D | +2.3% | +0.7% | +1.6% | +1.2% |
| 30D | +1.4% | +0.3% | +1.0% | +0.9% |
| 3M | +12.2% | +0.7% | +11.5% | +11.6% |
| 6M | -2.1% | -15.5% | +13.4% | +30.0% |
| YTD | +2.9% | +1.0% | +2.0% | -1.0% |
| 1Y | +55.3% | +19.6% | +35.7% | +11.1% |
| 3Y | +198.7% | +125.4% | +73.2% | -32.9% |
| 5Y | +153.8% | +140.7% | +13.0% | -48.7% |
| 10Y | +193.4% | +218.1% | -24.7% | -62.3% |
| All | +193.4% | +216.4% | -23.0% | -62.3% |
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 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