+144.3%
IAU vs ALLY
+1.6%
+142.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | -0.5% | +3.7% | -4.2% | -0.6% |
| 30D | +4.4% | -2.3% | +6.7% | +4.5% |
| 3M | -1.1% | +3.8% | -4.9% | -1.1% |
| 6M | -13.7% | +9.7% | -23.4% | -13.8% |
| YTD | +2.7% | -1.4% | +4.1% | +2.7% |
| 1Y | +24.6% | +8.2% | +16.4% | +24.5% |
| 3Y | +126.8% | +66.5% | +60.4% | +124.9% |
| All | +144.3% | +1.6% | +142.7% | +136.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 5y: compounded portfolio wealth divided by compounded ALLY 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…
5y analysis · Full analysis span regression · 6 months rolling