+19.2%
IAU vs DRI
+2.4%
+16.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.5% |
| 7D | -2.0% | -3.2% | +1.2% | -1.8% |
| 30D | -1.5% | -7.8% | +6.3% | -1.1% |
| 3M | +3.3% | +0.4% | +2.9% | +3.4% |
| 6M | -16.2% | +4.8% | -21.0% | -16.1% |
| YTD | +0.7% | +16.7% | -16.1% | 0.0% |
| 1Y | +19.2% | +1.5% | +17.8% | +19.8% |
| All | +19.2% | +2.4% | +16.9% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling