-56.7%
DOCS vs IAU
+111.4%
-168.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +2.6% |
| 7D | -4.2% | -2.0% | -2.2% | -4.0% |
| 30D | +8.6% | -4.4% | +13.1% | +9.1% |
| 3M | +27.2% | -8.9% | +36.1% | +28.3% |
| 6M | +26.5% | -15.9% | +42.4% | +28.2% |
| YTD | -25.0% | -7.8% | -17.2% | -25.6% |
| 1Y | -37.0% | -3.8% | -33.2% | -38.0% |
| 3Y | +39.4% | +104.3% | -64.9% | +8.4% |
| 5Y | -56.7% | +111.2% | -167.9% | -70.3% |
| All | -56.7% | +111.4% | -168.1% | -70.3% |
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 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