+279.6%
IAU vs DG
+606.1%
-326.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.9% |
| 7D | -0.5% | +8.4% | -8.9% | -0.7% |
| 30D | +4.4% | +4.9% | -0.5% | +4.3% |
| 3M | -1.1% | +29.3% | -30.4% | -1.8% |
| 6M | -13.7% | -11.3% | -2.5% | -13.6% |
| YTD | +2.7% | +1.8% | +1.0% | +2.6% |
| 1Y | +24.6% | +25.3% | -0.7% | +23.9% |
| 3Y | +126.8% | +9.1% | +117.8% | +125.0% |
| 5Y | +139.5% | -34.9% | +174.4% | +138.4% |
| 10Y | +226.3% | +108.2% | +118.1% | +226.0% |
| All | +279.6% | +606.1% | -326.5% | +252.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling