+132.2%
DAL vs IAU
+220.5%
-88.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.8% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | -13.9% | +4.4% | -18.4% | -14.1% |
| 3M | +1.1% | -1.1% | +2.1% | +1.0% |
| 6M | +26.2% | -13.7% | +40.0% | +26.3% |
| YTD | +16.4% | +2.7% | +13.7% | +16.3% |
| 1Y | +33.9% | +24.6% | +9.2% | +34.2% |
| 3Y | +93.4% | +126.8% | -33.5% | +95.2% |
| 5Y | +106.4% | +139.5% | -33.1% | +106.5% |
| All | +132.2% | +220.5% | -88.3% | +148.6% |
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