+18.6%
DLR vs IAU
+19.9%
-1.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | +2.9% | +0.2% | +2.7% | +2.9% |
| 30D | -1.2% | +0.2% | -1.4% | -1.2% |
| 3M | +2.9% | +3.3% | -0.3% | +2.2% |
| 6M | +6.7% | -14.6% | +21.2% | +8.3% |
| YTD | +23.9% | +1.9% | +22.0% | +22.4% |
| 1Y | +18.6% | +20.9% | -2.2% | +9.0% |
| All | +18.6% | +19.9% | -1.2% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling