+868.5%
IAU vs RSG
+1,494.2%
-625.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | +0.2% | +3.7% | -3.4% | +0.2% |
| 3M | +3.3% | +6.2% | -2.9% | +3.2% |
| 6M | -14.6% | -2.8% | -11.8% | -14.5% |
| YTD | +1.9% | +5.9% | -4.0% | +1.8% |
| 1Y | +20.9% | -1.8% | +22.6% | +20.9% |
| 3Y | +127.5% | +57.5% | +70.0% | +126.3% |
| 5Y | +141.9% | +91.1% | +50.8% | +140.3% |
| 10Y | +222.8% | +428.1% | -205.3% | +220.3% |
| All | +868.5% | +1,494.2% | -625.7% | +848.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling