+55.3%
O vs IAU
+221.5%
-166.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.7% |
| 7D | -2.3% | +0.2% | -2.4% | -2.3% |
| 30D | -2.4% | +0.2% | -2.7% | -2.6% |
| 3M | -0.6% | +3.3% | -3.9% | -1.4% |
| 6M | -5.0% | -14.6% | +9.6% | -2.0% |
| YTD | +10.4% | +1.9% | +8.5% | +8.5% |
| 1Y | +6.6% | +20.9% | -14.3% | -0.1% |
| 3Y | +28.4% | +127.5% | -99.1% | +0.6% |
| 5Y | +15.3% | +141.9% | -126.6% | -12.1% |
| 10Y | +55.3% | +222.8% | -167.4% | +5.8% |
| All | +55.3% | +221.5% | -166.2% | +5.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling