-13.5%
IAU vs P
+29.5%
-43.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -0.9% |
| 7D | +4.7% | -23.8% | +28.6% | +5.9% |
| 30D | -0.9% | -36.6% | +35.7% | +1.2% |
| 3M | -4.4% | +10.9% | -15.2% | -6.5% |
| 6M | -13.5% | +30.0% | -43.5% | -17.0% |
| All | -13.5% | +29.5% | -43.0% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 6mo: compounded portfolio wealth divided by compounded P 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…
6mo analysis · Full analysis span regression · 6 months rolling