+1,086.7%
LOW vs IAU
+776.1%
+310.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.1% |
| 7D | +1.0% | -2.0% | +2.9% | +0.9% |
| 30D | +25.6% | -4.4% | +30.0% | +25.4% |
| 3M | +5.3% | -8.9% | +14.2% | +5.1% |
| 6M | +3.7% | -15.9% | +19.7% | +3.2% |
| YTD | -1.9% | -7.8% | +5.9% | -1.9% |
| 1Y | +0.6% | -3.8% | +4.3% | +0.8% |
| 3Y | +26.4% | +104.3% | -77.9% | +31.2% |
| 5Y | +10.1% | +111.2% | -101.1% | +14.3% |
| 10Y | +301.3% | +216.4% | +84.8% | +336.1% |
| All | +1,086.7% | +776.1% | +310.6% | +1,402.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling