+256.9%
HL vs IAU
+220.2%
+36.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -2.4% |
| 7D | -4.4% | -2.0% | -2.3% | +0.1% |
| 30D | +9.3% | -1.5% | +10.8% | +13.8% |
| 3M | +32.0% | +3.3% | +28.7% | +25.0% |
| 6M | -6.4% | -16.2% | +9.8% | +43.3% |
| YTD | +3.1% | +0.7% | +2.5% | +0.7% |
| 1Y | +77.6% | +19.2% | +58.3% | +16.7% |
| 3Y | +392.8% | +124.4% | +268.4% | -33.8% |
| 5Y | +234.1% | +140.0% | +94.1% | -60.1% |
| All | +256.9% | +220.2% | +36.7% | -74.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling