+115.1%
IAU vs MAGS
+190.0%
-75.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.5% |
| 7D | -2.0% | +0.6% | -2.7% | -2.1% |
| 30D | -1.5% | +3.2% | -4.8% | -1.8% |
| 3M | +3.3% | +7.7% | -4.4% | +2.7% |
| 6M | -16.2% | +12.5% | -28.7% | -16.9% |
| YTD | +0.7% | +6.0% | -5.3% | 0.0% |
| 1Y | +19.2% | +14.4% | +4.9% | +18.2% |
| 3Y | +124.4% | +127.5% | -3.1% | +119.6% |
| All | +115.1% | +190.0% | -75.0% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 10y: compounded portfolio wealth divided by compounded MAGS 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…
10y analysis · Full analysis span regression · 6 months rolling