+185.1%
IAU vs TXG
+27.0%
+158.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | +0.4% |
| 7D | -2.0% | +9.5% | -11.5% | -2.4% |
| 30D | -1.5% | +18.8% | -20.3% | -2.2% |
| 3M | +3.3% | +136.1% | -132.8% | -0.1% |
| 6M | -16.2% | +235.2% | -251.5% | -20.0% |
| YTD | +0.7% | +320.5% | -319.9% | -4.5% |
| 1Y | +19.2% | +425.2% | -406.0% | +12.3% |
| 3Y | +124.4% | +42.9% | +81.5% | +115.8% |
| 5Y | +140.0% | -62.8% | +202.9% | +131.9% |
| All | +185.1% | +27.0% | +158.1% | +169.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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