+213.3%
EXC vs IAU
+875.8%
-662.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -1.0% |
| 7D | +0.3% | -0.5% | +0.8% | +0.3% |
| 30D | -3.7% | +4.4% | -8.2% | -4.3% |
| 3M | -1.3% | -1.1% | -0.2% | -1.3% |
| 6M | -9.7% | -13.7% | +4.0% | -8.2% |
| YTD | +2.9% | +2.7% | +0.2% | +1.8% |
| 1Y | +4.4% | +24.6% | -20.2% | +0.4% |
| 3Y | +22.2% | +126.8% | -104.6% | +7.6% |
| 5Y | +46.7% | +139.5% | -92.8% | +27.9% |
| 10Y | +155.3% | +226.3% | -70.9% | +114.5% |
| All | +213.3% | +875.8% | -662.5% | +118.8% |
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