+140.7%
IAU vs THC
+248.0%
-107.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.5% | -1.7% |
| 7D | +0.7% | -2.6% | +3.3% | +0.8% |
| 30D | +0.3% | -1.2% | +1.5% | +0.4% |
| 3M | +0.7% | +58.9% | -58.2% | -0.8% |
| 6M | -15.5% | +9.3% | -24.8% | -16.0% |
| YTD | +1.0% | +30.4% | -29.4% | -0.1% |
| 1Y | +19.6% | +34.6% | -15.0% | +18.1% |
| 3Y | +125.4% | +246.7% | -121.2% | +116.9% |
| 5Y | +140.7% | +244.5% | -103.8% | +127.6% |
| All | +140.7% | +248.0% | -107.2% | +127.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling