+120.1%
IAU vs PR
+225.0%
-104.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.9% |
| 7D | +4.7% | -16.4% | +21.2% | +5.3% |
| 30D | -0.9% | -1.9% | +1.0% | -0.9% |
| 3M | -4.4% | +8.0% | -12.3% | -4.7% |
| 6M | -13.5% | +4.1% | -17.6% | -13.7% |
| YTD | -5.9% | +58.7% | -64.6% | -7.8% |
| 1Y | +1.9% | +75.8% | -74.0% | -0.6% |
| 3Y | +104.1% | +73.2% | +30.9% | +98.1% |
| All | +120.1% | +225.0% | -104.9% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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