+99.4%
DE vs IAU
+138.0%
-38.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.3% |
| 7D | -2.4% | -3.4% | +1.0% | -1.9% |
| 30D | +9.7% | -1.1% | +10.8% | +9.8% |
| 3M | +21.4% | +5.8% | +15.5% | +20.2% |
| 6M | +15.0% | -16.9% | +32.0% | +17.9% |
| YTD | +46.4% | +0.1% | +46.3% | +46.3% |
| 1Y | +45.6% | +18.4% | +27.2% | +42.0% |
| 3Y | +76.8% | +123.6% | -46.8% | +49.3% |
| 5Y | +99.4% | +138.7% | -39.3% | +61.4% |
| All | +99.4% | +138.0% | -38.6% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling