+117.6%
DT vs IAU
+210.5%
-92.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -3.3% | -0.5% | -2.8% | -3.2% |
| 30D | +2.0% | +4.4% | -2.4% | +1.2% |
| 3M | +20.0% | -1.1% | +21.1% | +19.9% |
| 6M | +39.3% | -13.7% | +53.0% | +42.1% |
| YTD | +19.8% | +2.7% | +17.0% | +16.8% |
| 1Y | +4.3% | +24.6% | -20.4% | -3.9% |
| 3Y | +7.7% | +126.8% | -119.2% | -21.8% |
| 5Y | -26.8% | +139.5% | -166.3% | -49.4% |
| All | +117.6% | +210.5% | -92.9% | +56.2% |
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