+219.7%
IAU vs CHD
+126.1%
+93.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -2.0% | -4.5% | +2.5% | -1.8% |
| 30D | -1.5% | -6.7% | +5.2% | -1.2% |
| 3M | +3.3% | -2.7% | +6.0% | +3.4% |
| 6M | -16.2% | -4.9% | -11.3% | -16.1% |
| YTD | +0.7% | +13.3% | -12.7% | +0.1% |
| 1Y | +19.2% | +1.0% | +18.2% | +19.1% |
| 3Y | +124.4% | +1.3% | +123.1% | +123.6% |
| 5Y | +140.0% | +20.8% | +119.2% | +135.1% |
| All | +219.7% | +126.1% | +93.6% | +207.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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