-39.9%
DT vs IAU
+114.3%
-154.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -1.0% |
| 7D | -7.5% | +2.8% | -10.3% | -7.7% |
| 30D | -31.5% | -4.0% | -27.5% | -31.4% |
| 3M | -14.0% | -8.2% | -5.8% | -13.8% |
| 6M | +6.9% | -14.8% | +21.6% | +6.8% |
| YTD | +0.3% | -6.7% | +7.0% | -0.6% |
| 1Y | -6.9% | -2.2% | -4.7% | -8.2% |
| 3Y | -13.9% | +106.7% | -120.6% | -27.6% |
| 5Y | -39.9% | +114.8% | -154.7% | -53.1% |
| All | -39.9% | +114.3% | -154.2% | -53.1% |
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