+2,975.1%
DLR vs IAU
+776.1%
+2,199.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.3% |
| 7D | -2.0% | -2.0% | -0.1% | -1.8% |
| 30D | +0.5% | -4.4% | +5.0% | +1.0% |
| 3M | -4.4% | -8.9% | +4.5% | -3.5% |
| 6M | -6.4% | -15.9% | +9.5% | -4.8% |
| YTD | +19.5% | -7.8% | +27.2% | +20.3% |
| 1Y | +10.5% | -3.8% | +14.3% | +10.8% |
| 3Y | +54.0% | +104.3% | -50.3% | +43.8% |
| 5Y | +39.7% | +111.2% | -71.5% | +29.8% |
| 10Y | +189.5% | +216.4% | -26.9% | +165.4% |
| All | +2,975.1% | +776.1% | +2,199.0% | +2,480.1% |
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