+227.1%
LOW vs IAU
+218.5%
+8.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.8% |
| 7D | -2.6% | -3.4% | +0.7% | -2.2% |
| 30D | -11.1% | -1.1% | -10.0% | -11.0% |
| 3M | -8.5% | +5.8% | -14.3% | -9.2% |
| 6M | -20.8% | -16.9% | -3.9% | -19.2% |
| YTD | -17.2% | +0.1% | -17.3% | -17.5% |
| 1Y | -24.7% | +18.4% | -43.1% | -26.7% |
| 3Y | -9.7% | +123.6% | -133.3% | -21.2% |
| 5Y | +6.0% | +138.7% | -132.8% | -9.5% |
| All | +227.1% | +218.5% | +8.7% | +179.0% |
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