+859.8%
IAU vs DKS
+990.4%
-130.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.9% | +3.1% | -1.7% |
| 7D | +0.7% | -0.4% | +1.2% | +0.7% |
| 30D | +0.3% | -36.6% | +36.9% | +0.4% |
| 3M | +0.7% | -37.6% | +38.3% | +0.8% |
| 6M | -15.5% | -32.1% | +16.6% | -15.4% |
| YTD | +1.0% | -32.3% | +33.3% | +1.1% |
| 1Y | +19.6% | -39.5% | +59.1% | +19.7% |
| 3Y | +125.4% | +27.7% | +97.8% | +125.8% |
| 5Y | +140.7% | +15.0% | +125.7% | +141.1% |
| 10Y | +218.1% | +192.6% | +25.5% | +218.1% |
| All | +859.8% | +990.4% | -130.6% | +845.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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