+859.8%
IAU vs MKC
+341.4%
+518.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | +0.7% | -4.3% | +5.1% | +0.9% |
| 30D | +0.3% | -2.0% | +2.3% | +0.4% |
| 3M | +0.7% | +10.0% | -9.3% | +0.2% |
| 6M | -15.5% | -18.5% | +3.0% | -14.8% |
| YTD | +1.0% | -22.4% | +23.4% | +2.0% |
| 1Y | +19.6% | -23.6% | +43.2% | +20.9% |
| 3Y | +125.4% | -30.4% | +155.9% | +128.3% |
| 5Y | +140.7% | -34.2% | +174.9% | +143.7% |
| 10Y | +218.1% | +26.8% | +191.3% | +219.3% |
| All | +859.8% | +341.4% | +518.4% | +865.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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