+76.3%
DE vs IAU
+126.4%
-50.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -3.0% | +0.2% | -3.2% | -3.0% |
| 30D | +11.1% | +0.2% | +10.9% | +11.1% |
| 3M | +17.6% | +3.3% | +14.3% | +17.1% |
| 6M | +13.6% | -14.6% | +28.1% | +15.6% |
| YTD | +46.3% | +1.9% | +44.4% | +46.6% |
| 1Y | +44.2% | +20.9% | +23.3% | +42.3% |
| All | +76.3% | +126.4% | -50.1% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling