-10.8%
DOW vs IAU
+232.8%
-243.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -3.0% |
| 7D | -2.4% | -0.5% | -1.9% | -2.4% |
| 30D | +0.4% | +4.4% | -4.1% | 0.0% |
| 3M | -14.4% | -1.1% | -13.3% | -14.3% |
| 6M | -7.0% | -13.7% | +6.7% | -5.9% |
| YTD | +30.2% | +2.7% | +27.5% | +28.7% |
| 1Y | +29.2% | +24.6% | +4.6% | +24.7% |
| 3Y | -36.7% | +126.8% | -163.6% | -43.7% |
| 5Y | -37.7% | +139.5% | -177.2% | -45.6% |
| All | -10.8% | +232.8% | -243.6% | -13.2% |
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