+752.5%
IAU vs VSAT
+229.1%
+523.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.2% | +2.4% | -2.6% |
| 7D | -5.5% | +20.0% | -25.4% | -5.9% |
| 30D | -7.0% | +6.5% | -13.5% | -7.3% |
| 3M | -12.3% | -18.3% | +6.1% | -12.0% |
| 6M | -17.9% | +0.4% | -18.3% | -18.3% |
| YTD | -10.3% | +106.7% | -117.1% | -12.4% |
| 1Y | -7.9% | +89.9% | -97.8% | -9.9% |
| 3Y | +98.7% | +276.3% | -177.7% | +89.0% |
| 5Y | +105.0% | +32.9% | +72.1% | +96.4% |
| 10Y | +207.7% | -12.2% | +219.9% | +192.9% |
| All | +752.5% | +229.1% | +523.5% | +720.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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