-38.7%
DOCS vs IAU
+124.7%
-163.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -0.8% | +4.7% | -5.5% | -1.5% |
| 30D | +17.4% | -0.9% | +18.3% | +17.6% |
| 3M | +57.4% | -4.4% | +61.7% | +58.2% |
| 6M | +26.5% | -13.5% | +40.0% | +28.9% |
| YTD | -26.6% | -5.9% | -20.7% | -27.5% |
| 1Y | -48.1% | +1.9% | -49.9% | -49.9% |
| 3Y | +52.6% | +104.1% | -51.4% | +8.2% |
| 5Y | -52.1% | +121.0% | -173.1% | -70.2% |
| All | -38.7% | +124.7% | -163.4% | -64.3% |
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