-3.3%
F vs IAU
-2.6%
-0.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | 0.0% |
| 7D | +1.0% | +2.8% | -1.8% | +0.2% |
| 30D | +2.1% | -4.0% | +6.1% | +3.2% |
| 3M | -10.3% | -8.2% | -2.1% | -8.4% |
| 6M | +3.3% | -14.8% | +18.0% | +6.6% |
| YTD | -2.0% | -6.7% | +4.7% | -0.7% |
| All | -3.3% | -2.6% | -0.7% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling