+222.8%
IAU vs D
+34.1%
+188.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.1% |
| 7D | +0.2% | -0.4% | +0.6% | +0.2% |
| 30D | +0.2% | -2.1% | +2.3% | +0.4% |
| 3M | +3.3% | -0.7% | +4.0% | +3.3% |
| 6M | -14.6% | +5.6% | -20.1% | -15.1% |
| YTD | +1.9% | +14.6% | -12.7% | +0.5% |
| 1Y | +20.9% | +15.3% | +5.5% | +19.1% |
| 3Y | +127.5% | +59.1% | +68.4% | +117.0% |
| 5Y | +141.9% | +3.9% | +138.0% | +138.6% |
| 10Y | +222.8% | +38.5% | +184.3% | +202.1% |
| All | +222.8% | +34.1% | +188.7% | +202.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling