+351.3%
DAL vs IAU
+524.2%
-172.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.6% |
| 7D | +0.1% | -0.5% | +0.6% | 0.0% |
| 30D | -13.9% | +4.4% | -18.4% | -13.0% |
| 3M | +1.1% | -1.1% | +2.1% | +0.9% |
| 6M | +26.2% | -13.7% | +40.0% | +21.7% |
| YTD | +16.4% | +2.7% | +13.7% | +17.9% |
| 1Y | +33.9% | +24.6% | +9.2% | +43.1% |
| 3Y | +93.4% | +126.8% | -33.5% | +147.4% |
| 5Y | +106.4% | +139.5% | -33.1% | +169.3% |
| 10Y | +143.0% | +226.3% | -83.3% | +258.8% |
| All | +351.3% | +524.2% | -172.9% | +807.9% |
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