+188.5%
IAU vs TXG
+24.6%
+163.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.8% |
| 7D | +0.2% | +9.1% | -9.0% | -0.2% |
| 30D | +0.2% | +14.9% | -14.7% | -0.3% |
| 3M | +3.3% | +120.0% | -116.7% | +0.2% |
| 6M | -14.6% | +221.8% | -236.4% | -18.3% |
| YTD | +1.9% | +312.6% | -310.7% | -3.3% |
| 1Y | +20.9% | +398.4% | -377.6% | +14.0% |
| 3Y | +127.5% | +42.1% | +85.4% | +118.8% |
| 5Y | +141.9% | -63.5% | +205.4% | +133.9% |
| All | +188.5% | +24.6% | +163.9% | +172.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling