+210.7%
IAU vs DG
+105.2%
+105.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.1% |
| 7D | -4.6% | +0.3% | -4.9% | -4.6% |
| 30D | -5.4% | +3.2% | -8.7% | -5.6% |
| 3M | -10.9% | +10.4% | -21.3% | -11.3% |
| 6M | -17.4% | +33.2% | -50.5% | -18.5% |
| YTD | -10.2% | +3.0% | -13.2% | -10.5% |
| 1Y | -7.1% | +31.2% | -38.3% | -8.1% |
| 3Y | +97.7% | +21.8% | +75.9% | +94.9% |
| 5Y | +105.3% | -35.0% | +140.3% | +104.2% |
| All | +210.7% | +105.2% | +105.5% | +211.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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