-25.3%
NRG vs IAU
-13.8%
-11.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -4.0% |
| 7D | +3.9% | +0.2% | +3.7% | +3.7% |
| 30D | -3.0% | +0.2% | -3.2% | -3.4% |
| 3M | -10.9% | +3.3% | -14.2% | -12.6% |
| 6M | -25.3% | -14.6% | -10.7% | -20.6% |
| All | -25.3% | -13.8% | -11.5% | -20.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling