+218.1%
IAU vs ALK
-38.6%
+256.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.7% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +0.3% | -18.5% | +18.8% | +0.7% |
| 3M | +0.7% | -3.6% | +4.3% | +0.7% |
| 6M | -15.5% | -3.7% | -11.8% | -15.6% |
| YTD | +1.0% | -19.0% | +20.0% | +1.1% |
| 1Y | +19.6% | -36.0% | +55.6% | +19.8% |
| 3Y | +125.4% | +2.3% | +123.1% | +124.8% |
| 5Y | +140.7% | -27.8% | +168.5% | +139.8% |
| 10Y | +218.1% | -39.0% | +257.1% | +212.2% |
| All | +218.1% | -38.6% | +256.7% | +212.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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