+7.8%
LOW vs IAU
+141.6%
-133.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.4% |
| 6M | -19.8% | -14.6% | -5.2% | -18.5% |
| YTD | -16.4% | +1.9% | -18.2% | -16.8% |
| 1Y | -24.7% | +20.9% | -45.5% | -26.7% |
| 3Y | -8.8% | +127.5% | -136.3% | -22.1% |
| 5Y | +7.8% | +141.9% | -134.1% | -14.1% |
| All | +7.8% | +141.6% | -133.8% | -14.1% |
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