+184.3%
B vs IAU
+875.8%
-691.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -0.8% |
| 7D | -1.6% | -0.5% | -1.1% | -0.7% |
| 30D | +9.4% | +4.4% | +5.0% | +2.1% |
| 3M | +5.0% | -1.1% | +6.0% | +7.6% |
| 6M | -3.5% | -13.7% | +10.2% | +24.2% |
| YTD | +4.5% | +2.7% | +1.7% | -1.4% |
| 1Y | +67.8% | +24.6% | +43.1% | +14.8% |
| 3Y | +196.7% | +126.8% | +69.8% | -26.0% |
| 5Y | +151.9% | +139.5% | +12.4% | -41.1% |
| 10Y | +202.2% | +226.3% | -24.1% | -54.3% |
| All | +184.3% | +875.8% | -691.5% | -88.4% |
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 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