+776.9%
IAU vs PLUG
-97.5%
+874.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.1% |
| 7D | -2.0% | -6.8% | +4.9% | -1.9% |
| 30D | -4.4% | -16.0% | +11.6% | -4.3% |
| 3M | -8.9% | -38.7% | +29.8% | -8.5% |
| 6M | -15.9% | -61.4% | +45.4% | -15.4% |
| YTD | -7.8% | -31.0% | +23.2% | -7.6% |
| 1Y | -3.8% | -46.2% | +42.5% | -3.5% |
| 3Y | +104.3% | -61.5% | +165.8% | +104.2% |
| 5Y | +111.2% | -96.9% | +208.1% | +112.8% |
| 10Y | +216.4% | -7.5% | +223.9% | +214.7% |
| All | +776.9% | -97.5% | +874.4% | +771.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling