+124.4%
IAU vs BG
+18.0%
+106.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +0.6% |
| 7D | -2.0% | +3.1% | -5.1% | -2.2% |
| 30D | -1.5% | +10.2% | -11.8% | -2.1% |
| 3M | +3.3% | -1.7% | +4.9% | +3.4% |
| 6M | -16.2% | +1.0% | -17.2% | -16.4% |
| YTD | +0.7% | +39.9% | -39.2% | -1.5% |
| 1Y | +19.2% | +53.2% | -34.0% | +16.4% |
| 3Y | +124.4% | +16.3% | +108.1% | +120.6% |
| All | +124.4% | +18.0% | +106.4% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 3y: compounded portfolio wealth divided by compounded BG 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…
3y analysis · Full analysis span regression · 6 months rolling