+876.7%
IAU vs APD
+846.8%
+29.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.8% |
| 7D | -0.5% | -2.2% | +1.7% | -0.4% |
| 30D | +4.4% | +2.1% | +2.3% | +4.3% |
| 3M | -1.1% | +7.2% | -8.2% | -1.5% |
| 6M | -13.7% | +11.2% | -25.0% | -14.3% |
| YTD | +2.7% | +24.4% | -21.7% | +1.4% |
| 1Y | +24.6% | +6.7% | +18.0% | +24.0% |
| 3Y | +126.8% | +9.2% | +117.6% | +124.3% |
| 5Y | +139.5% | +27.4% | +112.1% | +134.0% |
| 10Y | +226.3% | +164.8% | +61.4% | +202.7% |
| All | +876.7% | +846.8% | +29.9% | +668.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling