+219.7%
IAU vs TRGP
+863.3%
-643.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -1.5% | +8.0% | -9.6% | -1.7% |
| 3M | +3.3% | +8.3% | -5.0% | +3.1% |
| 6M | -16.2% | +23.9% | -40.1% | -16.7% |
| YTD | +0.7% | +59.6% | -59.0% | -0.4% |
| 1Y | +19.2% | +79.4% | -60.2% | +17.6% |
| 3Y | +124.4% | +269.4% | -145.0% | +118.0% |
| 5Y | +140.0% | +641.6% | -501.6% | +131.0% |
| All | +219.7% | +863.3% | -643.6% | +199.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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