+114.5%
IAU vs PL
+41.8%
+72.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.3% | -2.7% |
| 7D | -5.5% | +22.3% | -27.7% | -6.0% |
| 30D | -7.0% | -8.3% | +1.3% | -6.8% |
| 3M | -12.3% | -43.3% | +31.0% | -11.1% |
| 6M | -17.9% | -65.8% | +47.9% | -16.1% |
| YTD | -10.3% | -29.5% | +19.2% | -9.8% |
| 1Y | -7.9% | +11.7% | -19.6% | -8.0% |
| 3Y | +98.7% | +540.6% | -441.9% | +92.8% |
| 5Y | +105.0% | +32.9% | +72.2% | +103.5% |
| All | +114.5% | +41.8% | +72.6% | +115.5% |
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