+3,028.0%
EW vs IAU
+810.1%
+2,217.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +2.4% |
| 7D | +12.3% | +4.9% | +7.4% | +12.0% |
| 30D | +22.9% | -1.4% | +24.3% | +23.0% |
| 3M | +16.7% | -4.8% | +21.5% | +17.0% |
| 6M | +31.0% | -12.5% | +43.4% | +31.8% |
| YTD | +22.8% | -4.2% | +27.0% | +23.0% |
| 1Y | +25.6% | +3.1% | +22.5% | +25.2% |
| 3Y | +62.0% | +110.0% | -48.0% | +55.3% |
| 5Y | -12.8% | +123.1% | -135.8% | -16.7% |
| 10Y | +239.8% | +216.7% | +23.1% | +223.4% |
| All | +3,028.0% | +810.1% | +2,217.9% | +2,905.4% |
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