+121.0%
IAU vs DOC
-21.9%
+142.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.5% | +3.3% |
| 7D | -0.3% | +8.7% | -9.0% | -1.1% |
| 30D | -1.9% | +7.6% | -9.5% | -2.6% |
| 3M | -0.4% | -5.3% | +4.8% | +0.1% |
| 6M | -10.1% | +27.6% | -37.7% | -12.6% |
| YTD | -5.9% | +32.4% | -38.3% | -8.9% |
| 1Y | +2.9% | +22.9% | -19.9% | +0.3% |
| 3Y | +102.4% | +43.1% | +59.3% | +93.7% |
| All | +121.0% | -21.9% | +142.8% | +122.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling