+218.0%
IAU vs DG
+99.2%
+118.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.7% |
| 7D | -3.4% | -6.3% | +2.9% | -3.1% |
| 30D | -1.1% | +2.4% | -3.5% | -1.2% |
| 3M | +5.8% | +12.4% | -6.6% | +5.2% |
| 6M | -16.9% | -14.9% | -2.0% | -16.5% |
| YTD | +0.1% | -6.1% | +6.2% | +0.3% |
| 1Y | +18.4% | +17.9% | +0.5% | +17.6% |
| 3Y | +123.6% | +3.1% | +120.4% | +121.4% |
| 5Y | +138.7% | -38.7% | +177.4% | +138.2% |
| All | +218.0% | +99.2% | +118.8% | +221.5% |
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