+876.7%
IAU vs UL
+480.1%
+396.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | -0.5% | -1.3% | +0.8% | -0.4% |
| 30D | +4.4% | +0.5% | +4.0% | +4.4% |
| 3M | -1.1% | +17.6% | -18.7% | -2.6% |
| 6M | -13.7% | -5.4% | -8.4% | -13.4% |
| YTD | +2.7% | +0.7% | +2.0% | +2.5% |
| 1Y | +24.6% | -9.3% | +33.9% | +25.5% |
| 3Y | +126.8% | +24.5% | +102.3% | +121.9% |
| 5Y | +139.5% | +23.2% | +116.3% | +133.6% |
| 10Y | +226.3% | +64.5% | +161.8% | +208.4% |
| All | +876.7% | +480.1% | +396.6% | +625.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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