+54.5%
DLR vs IAU
+110.6%
-56.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.8% | +1.6% | +3.0% |
| 7D | +2.4% | +4.9% | -2.5% | +1.2% |
| 30D | +0.7% | -1.4% | +2.1% | +1.0% |
| 3M | -6.4% | -4.8% | -1.7% | -5.5% |
| 6M | -6.5% | -12.5% | +5.9% | -4.1% |
| YTD | +18.8% | -4.2% | +23.0% | +18.5% |
| 1Y | +9.0% | +3.1% | +5.9% | +6.8% |
| 3Y | +54.5% | +110.0% | -55.5% | +17.5% |
| All | +54.5% | +110.6% | -56.1% | +17.5% |
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 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