+127.0%
BP vs IAU
+208.6%
-81.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.5% |
| 7D | -6.3% | +2.8% | -9.1% | -6.9% |
| 30D | -3.6% | -4.0% | +0.4% | -2.9% |
| 3M | +5.2% | -8.2% | +13.4% | +6.8% |
| 6M | +5.3% | -14.8% | +20.1% | +8.7% |
| YTD | +33.1% | -6.7% | +39.8% | +32.9% |
| 1Y | +26.3% | -2.2% | +28.5% | +24.4% |
| 3Y | +47.5% | +106.7% | -59.2% | +14.8% |
| 5Y | +106.2% | +114.8% | -8.6% | +57.5% |
| 10Y | +127.0% | +213.0% | -86.0% | +53.7% |
| All | +127.0% | +208.6% | -81.7% | +53.7% |
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