+171.1%
IAU vs RVMD
+622.3%
-451.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -2.0% | -3.0% | +1.0% | -1.9% |
| 30D | -1.5% | -0.7% | -0.8% | -1.5% |
| 3M | +3.3% | +36.5% | -33.3% | +2.6% |
| 6M | -16.2% | +104.6% | -120.8% | -17.5% |
| YTD | +0.7% | +155.8% | -155.2% | -1.5% |
| 1Y | +19.2% | +340.7% | -321.4% | +15.1% |
| 3Y | +124.4% | +519.9% | -395.5% | +113.3% |
| 5Y | +140.0% | +584.9% | -444.9% | +126.3% |
| All | +171.1% | +622.3% | -451.2% | +152.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 10y: compounded portfolio wealth divided by compounded RVMD 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…
10y analysis · Full analysis span regression · 6 months rolling