+120.1%
IAU vs DECK
+23.3%
+96.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.8% |
| 7D | +4.7% | +5.8% | -1.0% | +4.8% |
| 30D | -0.9% | +7.9% | -8.8% | -0.8% |
| 3M | -4.4% | -11.4% | +7.0% | -4.5% |
| 6M | -13.5% | -16.6% | +3.1% | -13.6% |
| YTD | -5.9% | -16.4% | +10.5% | -5.9% |
| 1Y | +1.9% | +8.6% | -6.8% | +1.9% |
| 3Y | +104.1% | -15.1% | +119.2% | +104.7% |
| All | +120.1% | +23.3% | +96.8% | +124.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling