+13.7%
O vs IAU
+139.7%
-126.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | -0.1% |
| 7D | -0.6% | +0.7% | -1.3% | -0.7% |
| 30D | -2.0% | +0.3% | -2.3% | -2.1% |
| 3M | +3.0% | +0.7% | +2.3% | +2.8% |
| 6M | -3.6% | -15.5% | +11.9% | -0.9% |
| YTD | +12.1% | +1.0% | +11.1% | +10.3% |
| 1Y | +8.9% | +19.6% | -10.7% | +2.6% |
| 3Y | +30.3% | +125.4% | -95.1% | +3.5% |
| 5Y | +13.7% | +140.7% | -127.0% | -13.6% |
| All | +13.7% | +139.7% | -126.0% | -13.6% |
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 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