+0.1%
DOW vs IAU
+190.8%
-190.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.3% |
| 7D | +5.2% | -4.6% | +9.8% | +5.4% |
| 30D | +13.2% | -5.4% | +18.6% | +13.4% |
| 3M | +10.1% | -10.9% | +21.0% | +10.7% |
| 6M | -13.1% | -17.4% | +4.3% | -12.1% |
| YTD | +46.1% | -10.2% | +56.3% | +45.5% |
| 1Y | +50.0% | -7.1% | +57.1% | +48.8% |
| 3Y | -20.2% | +97.7% | -118.0% | -28.5% |
| 5Y | -27.7% | +105.3% | -133.0% | -36.4% |
| All | +0.1% | +190.8% | -190.7% | -1.9% |
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