+210.3%
IAU vs AG
+80.4%
+129.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.3% | +2.5% | -1.9% |
| 7D | -5.5% | -6.0% | +0.6% | -4.5% |
| 30D | -7.0% | -14.3% | +7.4% | -4.7% |
| 3M | -12.3% | -26.9% | +14.6% | -7.9% |
| 6M | -17.9% | -42.1% | +24.2% | -11.1% |
| YTD | -10.3% | -15.9% | +5.5% | -9.0% |
| 1Y | -7.9% | +11.5% | -19.4% | -10.8% |
| 3Y | +98.7% | +208.0% | -109.3% | +58.5% |
| 5Y | +105.0% | +2.4% | +102.6% | +84.4% |
| All | +210.3% | +80.4% | +129.9% | +134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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