+210.7%
IAU vs VSH
+115.4%
+95.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +0.3% |
| 7D | -4.6% | +14.3% | -18.9% | -5.1% |
| 30D | -5.4% | -7.9% | +2.4% | -5.3% |
| 3M | -10.9% | -19.9% | +9.0% | -10.4% |
| 6M | -17.4% | -30.5% | +13.2% | -16.6% |
| YTD | -10.2% | +85.7% | -95.9% | -11.9% |
| 1Y | -7.1% | +98.9% | -106.0% | -8.9% |
| 3Y | +97.7% | +32.1% | +65.6% | +94.7% |
| 5Y | +105.3% | +39.7% | +65.6% | +101.7% |
| All | +210.7% | +115.4% | +95.3% | +211.7% |
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