-35.9%
DOW vs IAU
+141.6%
-177.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -6.0% | +0.2% | -6.2% | -6.0% |
| 30D | -2.7% | +0.2% | -3.0% | -2.8% |
| 3M | -10.5% | +3.3% | -13.7% | -10.8% |
| 6M | -12.4% | -14.6% | +2.1% | -11.0% |
| YTD | +30.0% | +1.9% | +28.2% | +27.7% |
| 1Y | +27.8% | +20.9% | +6.9% | +21.3% |
| 3Y | -34.9% | +127.5% | -162.4% | -47.4% |
| 5Y | -35.9% | +141.9% | -177.8% | -50.5% |
| All | -35.9% | +141.6% | -177.5% | -50.5% |
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