+142.8%
IAU vs FRSH
-72.5%
+215.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -2.0% | -6.6% | +4.6% | -2.0% |
| 30D | -1.5% | +2.1% | -3.6% | -1.5% |
| 3M | +3.3% | +29.0% | -25.7% | +3.3% |
| 6M | -16.2% | +48.6% | -64.9% | -16.2% |
| YTD | +0.7% | -2.9% | +3.6% | +0.9% |
| 1Y | +19.2% | -7.9% | +27.1% | +19.6% |
| 3Y | +124.4% | -46.5% | +170.9% | +125.6% |
| All | +142.8% | -72.5% | +215.3% | +143.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 5y: compounded portfolio wealth divided by compounded FRSH 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…
5y analysis · Full analysis span regression · 6 months rolling