+141.9%
IAU vs DG
-39.5%
+181.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.0% |
| 7D | +0.2% | -4.8% | +5.0% | +0.4% |
| 30D | +0.2% | +1.8% | -1.5% | +0.1% |
| 3M | +3.3% | +14.5% | -11.2% | +2.5% |
| 6M | -14.6% | -13.6% | -1.0% | -14.1% |
| YTD | +1.9% | -4.8% | +6.7% | +2.0% |
| 1Y | +20.9% | +21.6% | -0.7% | +19.9% |
| 3Y | +127.5% | +4.5% | +123.0% | +124.6% |
| 5Y | +141.9% | -38.5% | +180.4% | +139.2% |
| All | +141.9% | -39.5% | +181.4% | +139.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling