+133.6%
GOOG vs IAU
+142.1%
-8.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | -1.6% | +0.2% | -1.7% | -1.6% |
| 30D | -7.7% | +0.2% | -7.9% | -7.7% |
| 3M | -9.3% | +3.3% | -12.6% | -9.9% |
| 6M | +7.4% | -14.6% | +22.0% | +10.1% |
| YTD | +4.9% | +1.9% | +3.0% | +3.8% |
| 1Y | +37.2% | +20.9% | +16.3% | +31.5% |
| 3Y | +141.6% | +127.5% | +14.1% | +100.7% |
| All | +133.6% | +142.1% | -8.6% | +80.9% |
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