-48.9%
DOCS vs IAU
+122.8%
-171.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.7% | +2.7% | +5.9% |
| 7D | +1.2% | -0.3% | +1.5% | +1.2% |
| 30D | +21.3% | -1.9% | +23.2% | +21.5% |
| 3M | +58.4% | -0.4% | +58.8% | +58.4% |
| 6M | +39.3% | -10.1% | +49.4% | +40.5% |
| YTD | -21.7% | -5.9% | -15.8% | -22.5% |
| 1Y | -47.3% | +2.9% | -50.2% | -48.8% |
| 3Y | +58.2% | +102.4% | -44.2% | +23.3% |
| All | -48.9% | +122.8% | -171.7% | -65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling