+79.8%
F vs IAU
+208.2%
-128.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +1.6% | +4.7% | -3.2% | +1.1% |
| 30D | +2.6% | -0.9% | +3.5% | +2.7% |
| 3M | -8.8% | -4.4% | -4.4% | -8.4% |
| 6M | +4.6% | -13.5% | +18.1% | +5.8% |
| YTD | -1.9% | -5.9% | +4.0% | -1.1% |
| 1Y | -0.8% | +1.9% | -2.6% | -0.3% |
| 3Y | +43.5% | +104.1% | -60.6% | +38.5% |
| 5Y | -12.1% | +121.0% | -133.1% | -16.5% |
| All | +79.8% | +208.2% | -128.4% | +71.1% |
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