+120.6%
IAU vs PL
+46.3%
+74.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -2.0% | +13.4% | -15.3% | -2.3% |
| 30D | -4.4% | -10.2% | +5.7% | -4.2% |
| 3M | -8.9% | -39.5% | +30.6% | -7.9% |
| 6M | -15.9% | -65.7% | +49.8% | -14.0% |
| YTD | -7.8% | -27.3% | +19.5% | -7.3% |
| 1Y | -3.8% | +15.0% | -18.8% | -3.9% |
| 3Y | +104.3% | +560.8% | -456.5% | +98.1% |
| 5Y | +111.2% | +38.4% | +72.8% | +109.8% |
| All | +120.6% | +46.3% | +74.3% | +121.5% |
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