+222.8%
IAU vs APD
+162.9%
+59.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.9% |
| 7D | +0.2% | -4.6% | +4.8% | +0.3% |
| 30D | +0.2% | -4.2% | +4.4% | +0.4% |
| 3M | +3.3% | +5.0% | -1.7% | +3.1% |
| 6M | -14.6% | +8.9% | -23.5% | -14.9% |
| YTD | +1.9% | +21.9% | -20.0% | +1.0% |
| 1Y | +20.9% | +5.6% | +15.3% | +20.6% |
| 3Y | +127.5% | +6.9% | +120.6% | +125.8% |
| 5Y | +141.9% | +25.3% | +116.6% | +138.4% |
| 10Y | +222.8% | +169.1% | +53.7% | +229.3% |
| All | +222.8% | +162.9% | +59.8% | +229.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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