+105.6%
IAU vs PLUG
-97.5%
+203.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -10.5% | +10.6% | +0.4% |
| 7D | -4.6% | -23.4% | +18.9% | -3.9% |
| 30D | -5.4% | -23.4% | +18.0% | -4.8% |
| 3M | -10.9% | -51.7% | +40.9% | -9.3% |
| 6M | -17.4% | -72.0% | +54.6% | -15.0% |
| YTD | -10.2% | -43.7% | +33.4% | -9.2% |
| 1Y | -7.1% | -55.4% | +48.4% | -5.7% |
| 3Y | +97.7% | -68.0% | +165.7% | +99.2% |
| All | +105.6% | -97.5% | +203.0% | +112.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling