+207.6%
IAU vs PSLV
+109.5%
+98.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.4% |
| 7D | -2.0% | -3.5% | +1.4% | -0.7% |
| 30D | -1.5% | -2.1% | +0.6% | -0.8% |
| 3M | +3.3% | -1.6% | +4.9% | +3.6% |
| 6M | -16.2% | -25.5% | +9.3% | -7.1% |
| YTD | +0.7% | -11.4% | +12.1% | +0.8% |
| 1Y | +19.2% | +48.6% | -29.3% | -3.9% |
| 3Y | +124.4% | +166.9% | -42.5% | +40.5% |
| 5Y | +140.0% | +152.4% | -12.4% | +51.4% |
| 10Y | +218.9% | +187.8% | +31.2% | +82.7% |
| All | +207.6% | +109.5% | +98.1% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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