+876.7%
IAU vs VMC
+520.8%
+355.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -0.9% |
| 7D | -0.5% | -4.3% | +3.8% | -0.4% |
| 30D | +4.4% | -8.2% | +12.7% | +4.6% |
| 3M | -1.1% | -7.0% | +6.0% | -0.9% |
| 6M | -13.7% | -10.8% | -3.0% | -13.5% |
| YTD | +2.7% | -7.4% | +10.1% | +2.9% |
| 1Y | +24.6% | -9.5% | +34.1% | +24.9% |
| 3Y | +126.8% | +20.5% | +106.4% | +125.8% |
| 5Y | +139.5% | +51.6% | +87.9% | +137.0% |
| 10Y | +226.3% | +150.0% | +76.2% | +218.0% |
| All | +876.7% | +520.8% | +355.9% | +847.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling