+142.2%
BP vs IAU
+210.9%
-68.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +3.8% | -4.6% | +8.4% | +4.7% |
| 30D | -5.3% | -5.4% | +0.1% | -4.4% |
| 3M | +9.3% | -10.9% | +20.1% | +11.5% |
| 6M | +7.2% | -17.4% | +24.6% | +11.2% |
| YTD | +38.0% | -10.2% | +48.3% | +38.8% |
| 1Y | +33.2% | -7.1% | +40.3% | +32.6% |
| 3Y | +50.3% | +97.7% | -47.4% | +18.3% |
| 5Y | +114.1% | +105.3% | +8.8% | +65.3% |
| All | +142.2% | +210.9% | -68.7% | +63.6% |
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