+126.5%
IAU vs OUST
-62.4%
+188.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.9% |
| 7D | -0.5% | +5.2% | -5.7% | -0.6% |
| 30D | +4.4% | -19.3% | +23.7% | +4.8% |
| 3M | -1.1% | -22.6% | +21.6% | -1.0% |
| 6M | -13.7% | +62.8% | -76.5% | -14.8% |
| YTD | +2.7% | +68.3% | -65.6% | +1.4% |
| 1Y | +24.6% | +28.5% | -3.9% | +23.1% |
| 3Y | +126.8% | +554.0% | -427.2% | +117.8% |
| 5Y | +139.5% | -56.2% | +195.7% | +131.0% |
| All | +126.5% | -62.4% | +188.9% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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