-7.1%
IAU vs DD
+27.9%
-34.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -4.6% | +5.0% | -9.5% | -6.1% |
| 30D | -5.4% | +19.7% | -25.1% | -11.5% |
| 3M | -10.9% | +7.2% | -18.1% | -13.1% |
| 6M | -17.4% | +1.0% | -18.4% | -18.1% |
| YTD | -10.2% | +29.1% | -39.3% | -17.8% |
| 1Y | -7.1% | +28.5% | -35.5% | -14.7% |
| All | -7.1% | +27.9% | -34.9% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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