+219.7%
IAU vs AJG
+473.1%
-253.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +0.6% |
| 7D | -2.0% | -8.3% | +6.3% | -1.9% |
| 30D | -1.5% | -5.7% | +4.1% | -1.4% |
| 3M | +3.3% | +9.1% | -5.8% | +3.0% |
| 6M | -16.2% | +15.2% | -31.5% | -16.6% |
| YTD | +0.7% | -6.3% | +7.0% | +1.0% |
| 1Y | +19.2% | -19.1% | +38.3% | +20.3% |
| 3Y | +124.4% | +8.2% | +116.2% | +123.4% |
| 5Y | +140.0% | +75.6% | +64.4% | +133.5% |
| All | +219.7% | +473.1% | -253.4% | +229.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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