+244.7%
IAU vs P
+469.1%
-224.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -0.9% |
| 7D | +4.7% | -23.8% | +28.6% | +5.3% |
| 30D | -0.9% | -36.6% | +35.7% | 0.0% |
| 3M | -4.4% | +10.9% | -15.2% | -4.8% |
| 6M | -13.5% | +30.0% | -43.5% | -14.3% |
| YTD | -5.9% | +44.4% | -50.3% | -7.0% |
| 1Y | +1.9% | +3.9% | -2.1% | +1.0% |
| 3Y | +104.1% | +176.6% | -72.5% | +99.0% |
| 5Y | +121.0% | +249.3% | -128.3% | +114.5% |
| 10Y | +204.1% | +726.9% | -522.9% | +193.8% |
| All | +244.7% | +469.1% | -224.4% | +237.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling