+123.2%
IAU vs PL
+45.6%
+77.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.6% |
| 7D | +2.8% | +5.6% | -2.8% | +2.6% |
| 30D | -4.0% | -16.9% | +13.0% | -3.6% |
| 3M | -8.2% | -38.2% | +30.0% | -7.2% |
| 6M | -14.8% | -63.4% | +48.7% | -12.9% |
| YTD | -6.7% | -27.6% | +20.9% | -6.2% |
| 1Y | -2.2% | +6.6% | -8.8% | -2.3% |
| 3Y | +106.7% | +557.6% | -450.9% | +100.4% |
| 5Y | +114.8% | +39.5% | +75.3% | +113.9% |
| All | +123.2% | +45.6% | +77.5% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling