+139.3%
IAU vs AGI
+400.3%
-261.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -2.0% | -2.7% | +0.7% | -1.1% |
| 30D | -1.5% | +7.2% | -8.8% | -3.8% |
| 3M | +3.3% | +4.3% | -1.0% | +1.2% |
| 6M | -16.2% | -27.1% | +10.9% | -8.9% |
| YTD | +0.7% | -6.6% | +7.3% | +1.0% |
| 1Y | +19.2% | +9.5% | +9.7% | +13.8% |
| 3Y | +124.4% | +208.4% | -84.0% | +59.4% |
| All | +139.3% | +400.3% | -261.0% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling