+210.3%
IAU vs BAH
+197.5%
+12.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.8% |
| 7D | -5.5% | -3.2% | -2.2% | -5.4% |
| 30D | -7.0% | +19.5% | -26.5% | -7.2% |
| 3M | -12.3% | +11.1% | -23.4% | -12.4% |
| 6M | -17.9% | +16.3% | -34.3% | -18.2% |
| YTD | -10.3% | +4.8% | -15.1% | -10.5% |
| 1Y | -7.9% | +4.9% | -12.8% | -8.1% |
| 3Y | +98.7% | -27.0% | +125.7% | +99.2% |
| 5Y | +105.0% | +5.7% | +99.3% | +103.2% |
| All | +210.3% | +197.5% | +12.8% | +213.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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