+227.5%
EXC vs IAU
+793.8%
-566.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -1.2% | +4.7% | -5.9% | -1.7% |
| 30D | +10.0% | -0.9% | +10.8% | +10.0% |
| 3M | +1.6% | -4.4% | +6.0% | +2.1% |
| 6M | +3.3% | -13.5% | +16.8% | +4.9% |
| YTD | +7.6% | -5.9% | +13.5% | +7.5% |
| 1Y | +3.5% | +1.9% | +1.6% | +2.2% |
| 3Y | +27.7% | +104.1% | -76.4% | +13.8% |
| 5Y | +41.1% | +121.0% | -79.9% | +24.2% |
| 10Y | +178.2% | +204.1% | -25.9% | +135.6% |
| All | +227.5% | +793.8% | -566.3% | +131.1% |
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 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