-28.1%
DT vs IAU
+139.7%
-167.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -3.0% |
| 7D | -4.9% | +0.7% | -5.6% | -4.9% |
| 30D | +2.7% | +0.3% | +2.4% | +2.7% |
| 3M | +20.0% | +0.7% | +19.3% | +19.7% |
| 6M | +28.0% | -15.5% | +43.5% | +28.0% |
| YTD | +16.0% | +1.0% | +15.1% | +14.7% |
| 1Y | +0.7% | +19.6% | -18.8% | -2.2% |
| 3Y | +6.2% | +125.4% | -119.3% | -9.8% |
| 5Y | -28.1% | +140.7% | -168.9% | -43.3% |
| All | -28.1% | +139.7% | -167.8% | -43.3% |
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