+127.0%
BP vs IAU
+793.8%
-666.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -11.6% | +4.7% | -16.4% | -12.7% |
| 30D | 0.0% | -0.9% | +0.9% | +0.1% |
| 3M | +6.7% | -4.4% | +11.1% | +7.5% |
| 6M | +2.2% | -13.5% | +15.7% | +5.4% |
| YTD | +33.0% | -5.9% | +38.9% | +33.1% |
| 1Y | +30.7% | +1.9% | +28.8% | +27.9% |
| 3Y | +44.2% | +104.1% | -59.9% | +14.9% |
| 5Y | +105.1% | +121.0% | -15.9% | +59.4% |
| 10Y | +133.5% | +204.1% | -70.5% | +64.1% |
| All | +127.0% | +793.8% | -666.8% | -3.0% |
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 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