+3,076.6%
DLR vs IAU
+875.8%
+2,200.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.4% |
| 7D | +1.6% | -0.5% | +2.1% | +1.6% |
| 30D | -3.4% | +4.4% | -7.8% | -3.8% |
| 3M | +0.5% | -1.1% | +1.6% | +0.5% |
| 6M | +4.6% | -13.7% | +18.3% | +5.9% |
| YTD | +23.4% | +2.7% | +20.7% | +22.8% |
| 1Y | +19.0% | +24.6% | -5.6% | +16.2% |
| 3Y | +56.5% | +126.8% | -70.3% | +44.6% |
| 5Y | +33.3% | +139.5% | -106.2% | +22.3% |
| 10Y | +165.1% | +226.3% | -61.1% | +140.8% |
| All | +3,076.6% | +875.8% | +2,200.8% | +2,534.9% |
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