+752.5%
IAU vs EL
+512.1%
+240.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.7% |
| 7D | -5.5% | +2.7% | -8.1% | -5.5% |
| 30D | -7.0% | +10.8% | -17.8% | -7.3% |
| 3M | -12.3% | +26.5% | -38.7% | -13.0% |
| 6M | -17.9% | +31.1% | -49.1% | -18.7% |
| YTD | -10.3% | +6.6% | -17.0% | -10.9% |
| 1Y | -7.9% | +21.8% | -29.7% | -8.8% |
| 3Y | +98.7% | +1.8% | +96.9% | +96.7% |
| 5Y | +105.0% | -65.6% | +170.6% | +106.0% |
| 10Y | +207.7% | +60.3% | +147.3% | +202.5% |
| All | +752.5% | +512.1% | +240.5% | +700.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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