-59.5%
C vs IAU
+793.8%
-853.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.5% |
| 7D | -2.4% | +4.7% | -7.1% | -2.1% |
| 30D | -6.0% | -0.9% | -5.1% | -6.0% |
| 3M | -10.5% | -4.4% | -6.2% | -10.8% |
| 6M | -5.7% | -13.5% | +7.8% | -6.7% |
| YTD | +4.1% | -5.9% | +10.0% | +4.0% |
| 1Y | +20.5% | +1.9% | +18.6% | +21.3% |
| 3Y | +208.1% | +104.1% | +104.1% | +232.8% |
| 5Y | +110.4% | +121.0% | -10.6% | +129.1% |
| 10Y | +234.6% | +204.1% | +30.5% | +281.8% |
| All | -59.5% | +793.8% | -853.2% | -53.3% |
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