+794.6%
IAU vs D
+387.1%
+407.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | +4.7% | +3.0% | +1.8% | +4.5% |
| 30D | -0.9% | +11.5% | -12.4% | -1.9% |
| 3M | -4.4% | +3.7% | -8.1% | -4.7% |
| 6M | -13.5% | +13.5% | -27.0% | -14.6% |
| YTD | -5.9% | +20.7% | -26.6% | -7.6% |
| 1Y | +1.9% | +18.2% | -16.4% | +0.2% |
| 3Y | +104.1% | +73.3% | +30.8% | +93.6% |
| 5Y | +121.0% | +12.3% | +108.7% | +116.7% |
| 10Y | +204.1% | +43.4% | +160.7% | +189.0% |
| All | +794.6% | +387.1% | +407.5% | +650.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling