-7.1%
IAU vs AS
-3.7%
-3.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.3% |
| 7D | -4.6% | -4.9% | +0.3% | -3.7% |
| 30D | -5.4% | +3.9% | -9.3% | -6.0% |
| 3M | -10.9% | -9.6% | -1.3% | -9.3% |
| 6M | -17.4% | -8.7% | -8.7% | -16.4% |
| YTD | -10.2% | -19.8% | +9.6% | -8.1% |
| 1Y | -7.1% | -1.5% | -5.5% | -6.6% |
| All | -7.1% | -3.7% | -3.3% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling