-7.1%
IAU vs ALB
-15.8%
+8.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.4% |
| 7D | -4.6% | -5.8% | +1.2% | -3.5% |
| 30D | -5.4% | -4.5% | -0.9% | -4.7% |
| 3M | -10.9% | -28.1% | +17.2% | -5.8% |
| 6M | -17.4% | -53.2% | +35.8% | -5.8% |
| YTD | -10.2% | -33.3% | +23.1% | -4.4% |
| 1Y | -7.1% | -17.4% | +10.4% | -0.6% |
| All | -7.1% | -15.8% | +8.7% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling