+114.8%
IAU vs AG
+5.9%
+108.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.9% | +3.2% | -1.5% |
| 7D | +2.8% | +6.0% | -3.1% | +1.6% |
| 30D | -4.0% | -13.5% | +9.6% | -1.4% |
| 3M | -8.2% | -20.7% | +12.5% | -4.5% |
| 6M | -14.8% | -31.5% | +16.8% | -9.7% |
| YTD | -6.7% | -10.1% | +3.5% | -6.0% |
| 1Y | -2.2% | +26.0% | -28.2% | -7.0% |
| 3Y | +106.7% | +228.9% | -122.2% | +62.3% |
| 5Y | +114.8% | +8.7% | +106.1% | +89.5% |
| All | +114.8% | +5.9% | +108.9% | +89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling