+219.7%
IAU vs AGI
+392.3%
-172.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -2.0% | -2.7% | +0.7% | -1.4% |
| 30D | -1.5% | +7.2% | -8.8% | -3.0% |
| 3M | +3.3% | +4.3% | -1.0% | +1.9% |
| 6M | -16.2% | -27.1% | +10.9% | -11.3% |
| YTD | +0.7% | -6.6% | +7.3% | +1.2% |
| 1Y | +19.2% | +9.5% | +9.7% | +16.0% |
| 3Y | +124.4% | +208.4% | -84.0% | +79.6% |
| 5Y | +140.0% | +401.6% | -261.6% | +74.8% |
| All | +219.7% | +392.3% | -172.7% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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