+91.8%
IAU vs MAGS
+184.9%
-93.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -4.6% | +1.7% | -6.3% | -4.7% |
| 30D | -5.4% | -5.8% | +0.3% | -4.9% |
| 3M | -10.9% | +0.2% | -11.1% | -10.9% |
| 6M | -17.4% | -2.7% | -14.7% | -17.3% |
| YTD | -10.2% | +4.1% | -14.3% | -10.7% |
| 1Y | -7.1% | +7.5% | -14.6% | -7.6% |
| 3Y | +97.7% | +122.0% | -24.3% | +93.6% |
| All | +91.8% | +184.9% | -93.1% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling