+97.7%
IAU vs ALK
+13.2%
+84.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | -4.6% | -1.2% | -3.4% | -4.5% |
| 30D | -5.4% | +7.7% | -13.1% | -6.0% |
| 3M | -10.9% | -19.0% | +8.1% | -9.7% |
| 6M | -17.4% | -0.2% | -17.2% | -17.6% |
| YTD | -10.2% | -23.5% | +13.3% | -9.6% |
| 1Y | -7.1% | -9.1% | +2.1% | -6.8% |
| 3Y | +97.7% | +12.0% | +85.7% | +87.3% |
| All | +97.7% | +13.2% | +84.5% | +87.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling