+381.8%
DAL vs IAU
+476.3%
-94.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.2% | -4.2% |
| 7D | +4.6% | +1.9% | +2.7% | +4.9% |
| 30D | +2.3% | -1.7% | +4.1% | +1.9% |
| 3M | -8.1% | -3.6% | -4.5% | -8.8% |
| 6M | +21.4% | -10.1% | +31.6% | +18.5% |
| YTD | +24.3% | -5.1% | +29.4% | +23.6% |
| 1Y | +47.4% | +2.6% | +44.8% | +49.7% |
| 3Y | +164.6% | +104.1% | +60.5% | +229.4% |
| 5Y | +100.2% | +122.8% | -22.6% | +157.1% |
| 10Y | +124.9% | +206.5% | -81.6% | +228.4% |
| All | +381.8% | +476.3% | -94.5% | +852.0% |
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