+363.7%
IAU vs BTG
+371.8%
-8.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.2% |
| 7D | -3.4% | -5.5% | +2.1% | -2.5% |
| 30D | -1.1% | +6.1% | -7.2% | -2.1% |
| 3M | +5.8% | +38.6% | -32.8% | -0.1% |
| 6M | -16.9% | +0.7% | -17.6% | -17.8% |
| YTD | +0.1% | +20.3% | -20.2% | -3.8% |
| 1Y | +18.4% | +25.0% | -6.6% | +12.8% |
| 3Y | +123.6% | +97.3% | +26.3% | +95.4% |
| 5Y | +138.7% | +78.3% | +60.4% | +108.6% |
| 10Y | +217.2% | +151.6% | +65.6% | +149.0% |
| All | +363.7% | +371.8% | -8.1% | +177.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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