+857.0%
IAU vs AJG
+1,446.1%
-589.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +0.5% |
| 7D | -2.0% | -8.3% | +6.3% | -2.1% |
| 30D | -1.5% | -5.7% | +4.1% | -1.6% |
| 3M | +3.3% | +9.1% | -5.8% | +3.4% |
| 6M | -16.2% | +15.2% | -31.5% | -16.1% |
| YTD | +0.7% | -6.3% | +7.0% | +0.8% |
| 1Y | +19.2% | -19.1% | +38.3% | +19.2% |
| 3Y | +124.4% | +8.2% | +116.2% | +125.2% |
| 5Y | +140.0% | +75.6% | +64.4% | +142.4% |
| 10Y | +218.9% | +471.1% | -252.2% | +235.2% |
| All | +857.0% | +1,446.1% | -589.1% | +939.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling