+127.0%
EW vs IAU
+218.6%
-91.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -3.3% |
| 7D | -4.4% | +0.7% | -5.2% | -4.5% |
| 30D | -3.3% | +0.3% | -3.7% | -3.4% |
| 3M | +1.0% | +0.7% | +0.3% | +0.8% |
| 6M | +6.2% | -15.5% | +21.7% | +8.5% |
| YTD | +1.7% | +1.0% | +0.8% | +1.1% |
| 1Y | +8.1% | +19.6% | -11.4% | +4.2% |
| 3Y | +17.1% | +125.4% | -108.4% | +0.2% |
| 5Y | -29.4% | +140.7% | -170.1% | -40.6% |
| All | +127.0% | +218.6% | -91.6% | +93.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling