+857.0%
IAU vs NYT
+125.8%
+731.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.5% |
| 7D | -2.0% | -0.6% | -1.4% | -2.0% |
| 30D | -1.5% | +4.6% | -6.1% | -1.6% |
| 3M | +3.3% | -9.6% | +12.8% | +3.3% |
| 6M | -16.2% | -14.0% | -2.2% | -16.1% |
| YTD | +0.7% | -2.8% | +3.5% | +0.6% |
| 1Y | +19.2% | +15.6% | +3.6% | +19.0% |
| 3Y | +124.4% | +56.3% | +68.1% | +123.0% |
| 5Y | +140.0% | +39.5% | +100.5% | +138.3% |
| 10Y | +218.9% | +488.0% | -269.1% | +212.7% |
| All | +857.0% | +125.8% | +731.2% | +831.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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