+794.6%
IAU vs ALK
+488.1%
+306.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | +4.7% | +9.0% | -4.3% | +5.0% |
| 30D | -0.9% | -1.6% | +0.8% | -0.9% |
| 3M | -4.4% | -23.2% | +18.8% | -5.0% |
| 6M | -13.5% | -3.9% | -9.6% | -13.5% |
| YTD | -5.9% | -22.6% | +16.7% | -6.4% |
| 1Y | +1.9% | -5.3% | +7.2% | +2.1% |
| 3Y | +104.1% | +18.6% | +85.5% | +107.7% |
| 5Y | +121.0% | -34.4% | +155.4% | +120.5% |
| 10Y | +204.1% | -40.8% | +244.8% | +206.8% |
| All | +794.6% | +488.1% | +306.4% | +1,086.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling