+138.0%
B vs IAU
+120.1%
+17.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +1.7% |
| 7D | +9.6% | +4.7% | +4.8% | +2.7% |
| 30D | +3.5% | -0.9% | +4.4% | +5.3% |
| 3M | -1.6% | -4.4% | +2.8% | +5.7% |
| 6M | -1.7% | -13.5% | +11.8% | +23.1% |
| YTD | -5.3% | -5.9% | +0.6% | +2.1% |
| 1Y | +27.2% | +1.9% | +25.3% | +21.3% |
| 3Y | +166.1% | +104.1% | +62.0% | -20.9% |
| All | +138.0% | +120.1% | +17.8% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling