+787.1%
IAU vs DRI
+1,538.0%
-750.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.6% |
| 7D | +2.8% | +4.2% | -1.4% | +2.8% |
| 30D | -4.0% | +15.7% | -19.7% | -3.9% |
| 3M | -8.2% | +5.8% | -14.0% | -8.2% |
| 6M | -14.8% | +18.4% | -33.2% | -14.7% |
| YTD | -6.7% | +28.2% | -34.9% | -6.5% |
| 1Y | -2.2% | +35.9% | -38.1% | -2.0% |
| 3Y | +106.7% | +67.7% | +39.0% | +107.4% |
| 5Y | +114.8% | +77.9% | +36.9% | +115.7% |
| 10Y | +213.0% | +338.7% | -125.7% | +217.2% |
| All | +787.1% | +1,538.0% | -750.9% | +819.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling