+2,006.3%
LLY vs IAU
+209.6%
+1,796.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.8% | +2.4% | +4.1% |
| 7D | +0.1% | +4.9% | -4.8% | -0.4% |
| 30D | +19.7% | -1.4% | +21.1% | +19.9% |
| 3M | +19.3% | -4.8% | +24.0% | +19.8% |
| 6M | +49.3% | -12.5% | +61.8% | +51.2% |
| YTD | +32.0% | -4.2% | +36.2% | +32.2% |
| 1Y | +53.7% | +3.1% | +50.6% | +52.7% |
| 3Y | +143.7% | +110.0% | +33.8% | +126.6% |
| 5Y | +463.9% | +123.1% | +340.8% | +418.9% |
| 10Y | +2,006.3% | +216.7% | +1,789.7% | +1,907.5% |
| All | +2,006.3% | +209.6% | +1,796.7% | +1,907.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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