+97.7%
GOOG vs IAU
+105.6%
-7.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +3.0% | -4.6% | +7.6% | +4.0% |
| 30D | -14.9% | -5.4% | -9.4% | -13.9% |
| 3M | -14.9% | -10.9% | -4.0% | -13.1% |
| 6M | -26.6% | -17.4% | -9.2% | -24.0% |
| YTD | -6.6% | -10.2% | +3.6% | -5.4% |
| 1Y | +5.1% | -7.1% | +12.1% | +5.6% |
| 3Y | +121.0% | +97.7% | +23.2% | +86.1% |
| All | +97.7% | +105.6% | -7.9% | +53.7% |
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