-50.3%
DOCS vs IAU
+145.3%
-195.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -1.9% | -2.6% |
| 7D | -1.4% | -0.5% | -0.9% | -1.3% |
| 30D | +21.8% | +4.4% | +17.4% | +20.9% |
| 3M | +27.3% | -1.1% | +28.4% | +27.2% |
| 6M | -0.3% | -13.7% | +13.4% | +1.6% |
| YTD | -40.5% | +2.7% | -43.2% | -42.0% |
| 1Y | -61.5% | +24.6% | -86.2% | -64.8% |
| 3Y | +8.2% | +126.8% | -118.7% | -24.9% |
| 5Y | -73.4% | +139.5% | -212.9% | -83.0% |
| All | -50.3% | +145.3% | -195.6% | -71.4% |
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 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