+24.6%
IAU vs D
+15.7%
+9.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.6% |
| 7D | -0.5% | +0.4% | -1.0% | -0.6% |
| 30D | +4.4% | -3.6% | +8.0% | +5.0% |
| 3M | -1.1% | -1.0% | -0.1% | -1.3% |
| 6M | -13.7% | +6.3% | -20.0% | -15.2% |
| YTD | +2.7% | +14.7% | -12.0% | -0.8% |
| 1Y | +24.6% | +16.9% | +7.7% | +20.7% |
| All | +24.6% | +15.7% | +9.0% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling