-53.4%
C vs IAU
+875.8%
-929.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.4% |
| 7D | +3.6% | -0.5% | +4.1% | +3.6% |
| 30D | +0.1% | +4.4% | -4.4% | +0.4% |
| 3M | +2.4% | -1.1% | +3.5% | +2.3% |
| 6M | +24.9% | -13.7% | +38.7% | +23.4% |
| YTD | +19.8% | +2.7% | +17.1% | +20.4% |
| 1Y | +44.9% | +24.6% | +20.2% | +48.5% |
| 3Y | +263.0% | +126.8% | +136.1% | +295.2% |
| 5Y | +129.5% | +139.5% | -10.0% | +151.3% |
| 10Y | +291.6% | +226.3% | +65.4% | +348.8% |
| All | -53.4% | +875.8% | -929.2% | -46.0% |
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