+2,951.2%
EW vs IAU
+793.8%
+2,157.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | +11.0% | +4.7% | +6.3% | +10.7% |
| 30D | +19.1% | -0.9% | +20.0% | +19.1% |
| 3M | +14.4% | -4.4% | +18.7% | +14.6% |
| 6M | +22.8% | -13.5% | +36.3% | +23.6% |
| YTD | +19.8% | -5.9% | +25.7% | +20.1% |
| 1Y | +23.9% | +1.9% | +22.0% | +23.7% |
| 3Y | +52.2% | +104.1% | -51.8% | +46.2% |
| 5Y | -13.9% | +121.0% | -134.9% | -17.7% |
| 10Y | +241.9% | +204.1% | +37.8% | +225.8% |
| All | +2,951.2% | +793.8% | +2,157.5% | +2,834.6% |
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