+210.7%
IAU vs DECK
+753.0%
-542.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | +0.1% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | -5.4% | +4.8% | -10.3% | -5.5% |
| 3M | -10.9% | -6.9% | -3.9% | -10.8% |
| 6M | -17.4% | -7.6% | -9.8% | -17.3% |
| YTD | -10.2% | -16.3% | +6.0% | -10.1% |
| 1Y | -7.1% | +4.5% | -11.5% | -7.2% |
| 3Y | +97.7% | -17.1% | +114.8% | +97.2% |
| 5Y | +105.3% | +21.9% | +83.4% | +103.3% |
| All | +210.7% | +753.0% | -542.3% | +194.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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