+15,612.2%
MA vs IAU
+468.7%
+15,143.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.5% | -1.1% |
| 7D | -0.5% | -5.5% | +5.0% | -0.3% |
| 30D | +7.9% | -7.0% | +14.9% | +8.1% |
| 3M | +16.8% | -12.3% | +29.0% | +17.2% |
| 6M | +31.0% | -17.9% | +48.9% | +31.8% |
| YTD | +15.0% | -10.3% | +25.4% | +15.2% |
| 1Y | +17.0% | -7.9% | +24.9% | +17.0% |
| 3Y | +68.5% | +98.7% | -30.2% | +62.1% |
| 5Y | +85.0% | +105.0% | -20.1% | +77.2% |
| 10Y | +561.3% | +207.7% | +353.7% | +526.5% |
| All | +15,612.2% | +468.7% | +15,143.5% | +12,145.4% |
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