-25.6%
DOW vs IAU
+111.1%
-136.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.4% |
| 7D | -9.4% | +4.9% | -14.3% | -9.5% |
| 30D | +8.9% | -1.4% | +10.3% | +9.1% |
| 3M | +6.7% | -4.8% | +11.5% | +7.0% |
| 6M | -14.2% | -12.5% | -1.7% | -13.4% |
| YTD | +36.9% | -4.2% | +41.1% | +34.5% |
| 1Y | +45.8% | +3.1% | +42.6% | +41.6% |
| All | -25.6% | +111.1% | -136.7% | -46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling