+123.2%
IAU vs TXG
+39.1%
+84.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.4% | -1.6% |
| 7D | -3.4% | +5.0% | -8.4% | -3.7% |
| 30D | -1.1% | +13.5% | -14.6% | -1.9% |
| 3M | +5.8% | +128.0% | -122.2% | +0.9% |
| 6M | -16.9% | +224.4% | -241.4% | -22.3% |
| YTD | +0.1% | +307.0% | -306.9% | -7.2% |
| 1Y | +18.4% | +427.2% | -408.8% | +8.6% |
| All | +123.2% | +39.1% | +84.1% | +112.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling