+868.5%
IAU vs BG
+250.9%
+617.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +0.2% | +0.5% | -0.4% | +0.1% |
| 30D | +0.2% | +10.3% | -10.1% | -0.4% |
| 3M | +3.3% | -1.9% | +5.2% | +3.3% |
| 6M | -14.6% | +5.2% | -19.8% | -15.0% |
| YTD | +1.9% | +41.2% | -39.3% | -0.4% |
| 1Y | +20.9% | +50.5% | -29.7% | +17.7% |
| 3Y | +127.5% | +19.9% | +107.6% | +123.5% |
| 5Y | +141.9% | +86.7% | +55.2% | +130.1% |
| 10Y | +222.8% | +167.5% | +55.3% | +194.6% |
| All | +868.5% | +250.9% | +617.6% | +726.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling