+138.7%
IAU vs RVMD
+560.0%
-421.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.7% |
| 7D | -3.4% | -3.6% | +0.2% | -3.3% |
| 30D | -1.1% | -1.1% | 0.0% | -1.1% |
| 3M | +5.8% | +41.0% | -35.2% | +5.2% |
| 6M | -16.9% | +105.7% | -122.6% | -18.1% |
| YTD | +0.1% | +155.3% | -155.2% | -1.8% |
| 1Y | +18.4% | +402.7% | -384.3% | +14.3% |
| 3Y | +123.6% | +533.1% | -409.5% | +112.8% |
| 5Y | +138.7% | +583.5% | -444.8% | +127.2% |
| All | +138.7% | +560.0% | -421.3% | +127.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling