+127.1%
IAU vs MAGS
+126.5%
+0.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | +0.2% | +0.8% | -0.6% | +0.1% |
| 30D | +0.2% | +0.4% | -0.2% | +0.2% |
| 3M | +3.3% | +5.6% | -2.3% | +2.8% |
| 6M | -14.6% | +12.3% | -26.9% | -15.2% |
| YTD | +1.9% | +5.1% | -3.2% | +1.2% |
| 1Y | +20.9% | +14.0% | +6.9% | +19.9% |
| All | +127.1% | +126.5% | +0.6% | +125.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling