+213.0%
IAU vs THC
+1,758.3%
-1,545.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.1% | -2.6% |
| 7D | +2.8% | +8.8% | -6.0% | +2.7% |
| 30D | -4.0% | +10.0% | -14.0% | -4.0% |
| 3M | -8.2% | +11.7% | -19.9% | -8.3% |
| 6M | -14.8% | +52.5% | -67.2% | -15.0% |
| YTD | -6.7% | +46.1% | -52.8% | -7.0% |
| 1Y | -2.2% | +49.1% | -51.3% | -2.5% |
| 3Y | +106.7% | +439.6% | -332.9% | +105.6% |
| 5Y | +114.8% | +263.2% | -148.4% | +113.3% |
| 10Y | +213.0% | +1,900.5% | -1,687.5% | +214.5% |
| All | +213.0% | +1,758.3% | -1,545.3% | +214.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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