-7.9%
IAU vs D
+15.2%
-23.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.7% |
| 7D | -5.5% | -3.1% | -2.4% | -5.1% |
| 30D | -7.0% | +8.4% | -15.3% | -7.7% |
| 3M | -12.3% | +0.2% | -12.5% | -12.2% |
| 6M | -17.9% | +9.5% | -27.4% | -19.5% |
| YTD | -10.3% | +18.8% | -29.1% | -13.4% |
| 1Y | -7.9% | +14.7% | -22.6% | -11.2% |
| All | -7.9% | +15.2% | -23.1% | -11.2% |
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