+76.4%
BND vs IAU
+519.0%
-442.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.1% |
| 7D | -0.1% | -0.5% | +0.4% | -0.1% |
| 30D | -0.4% | +4.4% | -4.8% | -0.6% |
| 3M | -0.6% | -1.1% | +0.4% | -0.6% |
| 6M | -1.4% | -13.7% | +12.3% | -0.6% |
| YTD | -0.2% | +2.7% | -3.0% | -0.7% |
| 1Y | +1.3% | +24.6% | -23.3% | -0.5% |
| 3Y | +13.2% | +126.8% | -113.7% | +6.4% |
| 5Y | -1.6% | +139.5% | -141.0% | -7.8% |
| 10Y | +15.5% | +226.3% | -210.8% | +6.4% |
| All | +76.4% | +519.0% | -442.6% | +62.1% |
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