+876.7%
IAU vs DOC
+192.1%
+684.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.8% |
| 7D | -0.5% | -1.5% | +1.0% | -0.5% |
| 30D | +4.4% | -4.8% | +9.2% | +4.6% |
| 3M | -1.1% | +6.9% | -7.9% | -1.3% |
| 6M | -13.7% | +20.7% | -34.5% | -14.3% |
| YTD | +2.7% | +34.1% | -31.4% | +1.7% |
| 1Y | +24.6% | +22.6% | +2.0% | +23.7% |
| 3Y | +126.8% | +20.8% | +106.0% | +124.8% |
| 5Y | +139.5% | -24.9% | +164.4% | +139.8% |
| 10Y | +226.3% | -1.8% | +228.1% | +223.3% |
| All | +876.7% | +192.1% | +684.6% | +830.4% |
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 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