+171.9%
IAU vs RVMD
+634.9%
-463.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.7% |
| 7D | +0.7% | -1.2% | +2.0% | +0.8% |
| 30D | +0.3% | +1.1% | -0.7% | +0.3% |
| 3M | +0.7% | +39.6% | -38.9% | 0.0% |
| 6M | -15.5% | +110.7% | -126.2% | -16.9% |
| YTD | +1.0% | +160.3% | -159.3% | -1.3% |
| 1Y | +19.6% | +404.9% | -385.4% | +15.1% |
| 3Y | +125.4% | +545.5% | -420.0% | +114.1% |
| 5Y | +140.7% | +584.7% | -443.9% | +127.0% |
| All | +171.9% | +634.9% | -463.0% | +153.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling