+218.0%
IAU vs VSH
+179.3%
+38.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.7% |
| 7D | -3.4% | +3.1% | -6.4% | -3.5% |
| 30D | -1.1% | -5.7% | +4.6% | -0.9% |
| 3M | +5.8% | -42.5% | +48.3% | +7.5% |
| 6M | -16.9% | +82.7% | -99.6% | -18.4% |
| YTD | +0.1% | +118.2% | -118.1% | -2.0% |
| 1Y | +18.4% | +109.7% | -91.3% | +15.9% |
| 3Y | +123.6% | +35.3% | +88.3% | +119.9% |
| 5Y | +138.7% | +65.6% | +73.2% | +133.7% |
| All | +218.0% | +179.3% | +38.7% | +217.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling