+353.2%
IAU vs ACWI
+356.8%
-3.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.5% | +0.5% | -1.0% | -0.6% |
| 30D | +4.4% | +0.9% | +3.6% | +4.3% |
| 3M | -1.1% | +2.4% | -3.5% | -1.3% |
| 6M | -13.7% | +12.4% | -26.1% | -14.7% |
| YTD | +2.7% | +15.2% | -12.4% | +1.3% |
| 1Y | +24.6% | +22.7% | +1.9% | +22.2% |
| 3Y | +126.8% | +75.8% | +51.1% | +115.4% |
| 5Y | +139.5% | +67.7% | +71.8% | +127.3% |
| 10Y | +226.3% | +229.0% | -2.7% | +193.8% |
| All | +353.2% | +356.8% | -3.6% | +243.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 all: compounded portfolio wealth divided by compounded ACWI 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…
all analysis · Full analysis span regression · 6 months rolling