-37.4%
DOCS vs IAU
+114.2%
-151.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.4% |
| 7D | +0.1% | -5.5% | +5.5% | +1.0% |
| 30D | +8.7% | -7.0% | +15.7% | +9.9% |
| 3M | +32.9% | -12.3% | +45.1% | +35.4% |
| 6M | +25.5% | -17.9% | +43.5% | +28.9% |
| YTD | -25.0% | -10.3% | -14.7% | -25.4% |
| 1Y | -34.9% | -7.9% | -26.9% | -35.7% |
| 3Y | +39.3% | +98.7% | -59.3% | -1.2% |
| 5Y | -54.8% | +105.0% | -159.9% | -70.4% |
| All | -37.4% | +114.2% | -151.5% | -63.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling