+141.9%
IAU vs VSH
+67.3%
+74.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.9% |
| 7D | +0.2% | +3.5% | -3.4% | 0.0% |
| 30D | +0.2% | -4.4% | +4.6% | +0.4% |
| 3M | +3.3% | -45.8% | +49.1% | +5.9% |
| 6M | -14.6% | +90.1% | -104.7% | -17.0% |
| YTD | +1.9% | +120.3% | -118.5% | -1.5% |
| 1Y | +20.9% | +112.2% | -91.4% | +17.0% |
| 3Y | +127.5% | +36.6% | +90.9% | +122.7% |
| 5Y | +141.9% | +67.0% | +74.9% | +132.6% |
| All | +141.9% | +67.3% | +74.7% | +132.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling