+857.0%
IAU vs DHI
+526.4%
+330.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.5% |
| 7D | -2.0% | -3.4% | +1.4% | -2.0% |
| 30D | -1.5% | -5.4% | +3.9% | -1.4% |
| 3M | +3.3% | -10.4% | +13.7% | +3.4% |
| 6M | -16.2% | -2.8% | -13.5% | -16.2% |
| YTD | +0.7% | -3.4% | +4.1% | +0.7% |
| 1Y | +19.2% | -22.9% | +42.1% | +19.6% |
| 3Y | +124.4% | +20.7% | +103.7% | +123.3% |
| 5Y | +140.0% | +62.1% | +77.9% | +137.6% |
| 10Y | +218.9% | +410.4% | -191.5% | +213.0% |
| All | +857.0% | +526.4% | +330.6% | +857.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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