+2,974.2%
DE vs IAU
+875.8%
+2,098.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +10.0% | -0.5% | +10.5% | +10.1% |
| 30D | +13.3% | +4.4% | +8.9% | +12.3% |
| 3M | +17.5% | -1.1% | +18.6% | +17.5% |
| 6M | +13.6% | -13.7% | +27.3% | +16.4% |
| YTD | +49.8% | +2.7% | +47.1% | +48.2% |
| 1Y | +47.9% | +24.6% | +23.2% | +40.8% |
| 3Y | +72.5% | +126.8% | -54.3% | +44.8% |
| 5Y | +90.2% | +139.5% | -49.3% | +57.3% |
| 10Y | +865.4% | +226.3% | +639.1% | +642.0% |
| All | +2,974.2% | +875.8% | +2,098.4% | +1,687.9% |
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