+876.7%
IAU vs PHM
+367.0%
+509.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.8% |
| 7D | -0.5% | -3.2% | +2.7% | -0.5% |
| 30D | +4.4% | -6.4% | +10.9% | +4.5% |
| 3M | -1.1% | +5.5% | -6.5% | -1.2% |
| 6M | -13.7% | -5.4% | -8.3% | -13.7% |
| YTD | +2.7% | +6.6% | -3.8% | +2.6% |
| 1Y | +24.6% | -8.8% | +33.5% | +24.7% |
| 3Y | +126.8% | +54.1% | +72.7% | +125.1% |
| 5Y | +139.5% | +144.5% | -5.0% | +135.8% |
| 10Y | +226.3% | +569.4% | -343.2% | +219.4% |
| All | +876.7% | +367.0% | +509.7% | +887.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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