+137.9%
IAU vs VSXY
+37.5%
+100.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.5% | +0.5% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -1.5% | -18.7% | +17.1% | -1.4% |
| 3M | +3.3% | -4.0% | +7.2% | +3.3% |
| 6M | -16.2% | +67.5% | -83.7% | -16.4% |
| YTD | +0.7% | +39.7% | -39.0% | +0.5% |
| 1Y | +19.2% | +180.0% | -160.7% | +18.9% |
| 3Y | +124.4% | +337.3% | -212.9% | +123.6% |
| 5Y | +140.0% | +22.7% | +117.4% | +135.4% |
| All | +137.9% | +37.5% | +100.4% | +136.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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