+801.9%
IAU vs DOC
+187.6%
+614.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.8% |
| 7D | +1.9% | +6.2% | -4.3% | +1.7% |
| 30D | -1.7% | +6.5% | -8.2% | -2.0% |
| 3M | -3.6% | -6.2% | +2.7% | -3.4% |
| 6M | -10.1% | +25.6% | -35.7% | -10.9% |
| YTD | -5.1% | +32.1% | -37.2% | -6.1% |
| 1Y | +2.6% | +20.3% | -17.7% | +1.9% |
| 3Y | +104.1% | +42.7% | +61.3% | +101.4% |
| 5Y | +122.8% | -22.2% | +145.0% | +122.9% |
| 10Y | +206.5% | +16.5% | +190.0% | +203.2% |
| All | +801.9% | +187.6% | +614.2% | +759.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling