+209.5%
IAU vs DOC
+15.7%
+193.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | +4.7% | +6.5% | -1.7% | +4.2% |
| 30D | -0.9% | +9.2% | -10.0% | -1.6% |
| 3M | -4.4% | -2.5% | -1.9% | -4.2% |
| 6M | -13.5% | +7.1% | -20.6% | -14.0% |
| YTD | -5.9% | +33.0% | -38.9% | -8.1% |
| 1Y | +1.9% | +23.3% | -21.4% | 0.0% |
| 3Y | +104.1% | +44.9% | +59.1% | +97.5% |
| 5Y | +121.0% | -21.6% | +142.6% | +121.5% |
| All | +209.5% | +15.7% | +193.8% | +203.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling