+2,957.6%
DLR vs IAU
+810.1%
+2,147.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.8% | +1.6% | +3.2% |
| 7D | +2.4% | +4.9% | -2.5% | +1.8% |
| 30D | +0.7% | -1.4% | +2.1% | +0.9% |
| 3M | -6.4% | -4.8% | -1.7% | -6.0% |
| 6M | -6.5% | -12.5% | +5.9% | -5.3% |
| YTD | +18.8% | -4.2% | +23.0% | +19.1% |
| 1Y | +9.0% | +3.1% | +5.9% | +8.5% |
| 3Y | +54.5% | +110.0% | -55.5% | +43.8% |
| 5Y | +35.8% | +123.1% | -87.2% | +25.6% |
| 10Y | +177.5% | +216.7% | -39.2% | +153.6% |
| All | +2,957.6% | +810.1% | +2,147.5% | +2,454.9% |
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