-9.1%
LOW vs IAU
+126.4%
-135.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | -0.6% | +0.2% | -0.8% | -0.6% |
| 30D | -9.3% | +0.2% | -9.5% | -9.3% |
| 3M | -8.1% | +3.3% | -11.3% | -8.3% |
| 6M | -19.8% | -14.6% | -5.2% | -19.0% |
| YTD | -16.4% | +1.9% | -18.2% | -16.3% |
| 1Y | -24.7% | +20.9% | -45.5% | -25.3% |
| All | -9.1% | +126.4% | -135.4% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling