+876.7%
IAU vs BHP
+984.7%
-108.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -0.5% | -2.9% | +2.4% | -0.1% |
| 30D | +4.4% | +3.4% | +1.1% | +4.0% |
| 3M | -1.1% | +4.1% | -5.1% | -1.6% |
| 6M | -13.7% | +20.6% | -34.3% | -16.0% |
| YTD | +2.7% | +56.1% | -53.3% | -3.2% |
| 1Y | +24.6% | +69.6% | -45.0% | +16.2% |
| 3Y | +126.8% | +78.8% | +48.0% | +108.7% |
| 5Y | +139.5% | +113.1% | +26.4% | +113.2% |
| 10Y | +226.3% | +505.9% | -279.6% | +146.8% |
| All | +876.7% | +984.7% | -108.0% | +456.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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