+483.3%
LLY vs IAU
+105.6%
+377.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | +6.7% | -4.6% | +11.3% | +7.2% |
| 30D | +19.6% | -5.4% | +25.0% | +20.2% |
| 3M | +19.7% | -10.9% | +30.6% | +21.1% |
| 6M | +42.7% | -17.4% | +60.1% | +45.4% |
| YTD | +35.1% | -10.2% | +45.3% | +36.1% |
| 1Y | +42.2% | -7.1% | +49.2% | +42.7% |
| 3Y | +140.8% | +97.7% | +43.1% | +125.5% |
| All | +483.3% | +105.6% | +377.7% | +421.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling