+851.9%
IAU vs DGX
+581.0%
+270.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.7% |
| 7D | -3.4% | -3.5% | +0.1% | -3.3% |
| 30D | -1.1% | -2.7% | +1.6% | -1.1% |
| 3M | +5.8% | +13.9% | -8.1% | +5.6% |
| 6M | -16.9% | +16.0% | -33.0% | -17.2% |
| YTD | +0.1% | +34.9% | -34.8% | -0.5% |
| 1Y | +18.4% | +30.6% | -12.2% | +17.8% |
| 3Y | +123.6% | +93.0% | +30.6% | +120.7% |
| 5Y | +138.7% | +64.4% | +74.3% | +136.1% |
| 10Y | +217.2% | +248.1% | -30.9% | +212.6% |
| All | +851.9% | +581.0% | +270.8% | +895.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling