+218.1%
IAU vs PLUG
+56.9%
+161.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.1% | -5.9% | -1.8% |
| 7D | +0.7% | +8.1% | -7.4% | +0.6% |
| 30D | +0.3% | +3.7% | -3.3% | +0.3% |
| 3M | +0.7% | -29.2% | +29.9% | +1.1% |
| 6M | -15.5% | +6.1% | -21.6% | -15.7% |
| YTD | +1.0% | +14.7% | -13.8% | +0.5% |
| 1Y | +19.6% | +56.9% | -37.4% | +18.5% |
| 3Y | +125.4% | -71.6% | +197.1% | +125.1% |
| 5Y | +140.7% | -91.0% | +231.8% | +142.0% |
| 10Y | +218.1% | +55.9% | +162.3% | +215.2% |
| All | +218.1% | +56.9% | +161.2% | +215.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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