+141.9%
IAU vs VMC
+48.3%
+93.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.1% |
| 7D | +0.2% | -5.3% | +5.5% | +0.5% |
| 30D | +0.2% | -12.3% | +12.5% | +1.0% |
| 3M | +3.3% | -10.3% | +13.5% | +3.9% |
| 6M | -14.6% | -8.6% | -6.0% | -14.1% |
| YTD | +1.9% | -11.9% | +13.8% | +2.7% |
| 1Y | +20.9% | -13.9% | +34.8% | +21.9% |
| 3Y | +127.5% | +18.2% | +109.3% | +127.1% |
| 5Y | +141.9% | +47.7% | +94.2% | +139.2% |
| All | +141.9% | +48.3% | +93.7% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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