+139.3%
IAU vs DGX
+66.8%
+72.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | +0.5% |
| 7D | -2.0% | -0.9% | -1.1% | -2.0% |
| 30D | -1.5% | -1.2% | -0.4% | -1.5% |
| 3M | +3.3% | +15.8% | -12.5% | +2.7% |
| 6M | -16.2% | +18.2% | -34.4% | -16.8% |
| YTD | +0.7% | +37.2% | -36.5% | -1.0% |
| 1Y | +19.2% | +30.4% | -11.1% | +17.7% |
| 3Y | +124.4% | +96.7% | +27.7% | +116.2% |
| All | +139.3% | +66.8% | +72.5% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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