-15.8%
F vs IAU
+106.1%
-121.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -2.4% |
| 7D | -3.9% | -5.5% | +1.6% | -2.9% |
| 30D | -0.5% | -7.0% | +6.5% | +0.8% |
| 3M | -12.9% | -12.3% | -0.6% | -11.0% |
| 6M | +1.5% | -17.9% | +19.5% | +4.5% |
| YTD | -5.0% | -10.3% | +5.3% | -3.2% |
| 1Y | -7.3% | -7.9% | +0.6% | -5.9% |
| 3Y | +45.3% | +98.7% | -53.4% | +29.1% |
| 5Y | -15.8% | +105.0% | -120.8% | -32.2% |
| All | -15.8% | +106.1% | -121.9% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling