+139.3%
IAU vs TXG
-62.8%
+202.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.3% |
| 3M | +3.3% | +136.1% | -132.8% | -0.6% |
| 6M | -16.2% | +235.2% | -251.5% | -20.5% |
| YTD | +0.7% | +320.5% | -319.9% | -5.2% |
| 1Y | +19.2% | +425.2% | -406.0% | +11.3% |
| 3Y | +124.4% | +42.9% | +81.5% | +114.5% |
| All | +139.3% | -62.8% | +202.1% | +121.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling