+133.9%
BP vs IAU
+221.5%
-87.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.6% |
| 7D | +4.0% | +0.2% | +3.8% | +3.9% |
| 30D | +7.8% | +0.2% | +7.6% | +7.7% |
| 3M | +8.4% | +3.3% | +5.1% | +7.3% |
| 6M | +15.1% | -14.6% | +29.6% | +19.0% |
| YTD | +36.4% | +1.9% | +34.5% | +34.0% |
| 1Y | +40.9% | +20.9% | +20.0% | +31.3% |
| 3Y | +38.8% | +127.5% | -88.6% | +6.6% |
| 5Y | +141.1% | +141.9% | -0.8% | +80.9% |
| 10Y | +133.9% | +222.8% | -88.8% | +58.0% |
| All | +133.9% | +221.5% | -87.6% | +58.0% |
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 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