+851.5%
DE vs IAU
+220.2%
+631.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.4% |
| 7D | -2.6% | -2.0% | -0.6% | -2.4% |
| 30D | +9.0% | -1.5% | +10.6% | +9.2% |
| 3M | +19.1% | +3.3% | +15.9% | +18.6% |
| 6M | +14.4% | -16.2% | +30.6% | +16.3% |
| YTD | +45.9% | +0.7% | +45.3% | +45.9% |
| 1Y | +43.6% | +19.2% | +24.4% | +41.4% |
| 3Y | +75.9% | +124.4% | -48.5% | +61.0% |
| 5Y | +98.8% | +140.0% | -41.3% | +79.7% |
| All | +851.5% | +220.2% | +631.3% | +825.5% |
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