+139.3%
IAU vs RSG
+89.9%
+49.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.5% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | -1.5% | +4.0% | -5.5% | -1.7% |
| 3M | +3.3% | +7.4% | -4.1% | +2.9% |
| 6M | -16.2% | +0.1% | -16.3% | -16.1% |
| YTD | +0.7% | +6.0% | -5.4% | +0.3% |
| 1Y | +19.2% | -3.0% | +22.2% | +19.8% |
| 3Y | +124.4% | +56.5% | +67.9% | +117.5% |
| All | +139.3% | +89.9% | +49.5% | +134.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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