-15.8%
F vs IAU
+120.1%
-135.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +1.6% | +4.7% | -3.2% | +0.7% |
| 30D | +2.6% | -0.9% | +3.5% | +2.7% |
| 3M | -8.8% | -4.4% | -4.4% | -8.2% |
| 6M | +4.6% | -13.5% | +18.1% | +6.6% |
| YTD | -1.9% | -5.9% | +4.0% | -0.9% |
| 1Y | -0.8% | +1.9% | -2.6% | -0.5% |
| 3Y | +43.5% | +104.1% | -60.6% | +27.3% |
| All | -15.8% | +120.1% | -135.9% | -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