+716.9%
O vs IAU
+810.1%
-93.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.1% | +0.6% |
| 7D | +3.3% | +4.9% | -1.6% | +2.9% |
| 30D | +10.3% | -1.4% | +11.7% | +10.5% |
| 3M | -3.5% | -4.8% | +1.3% | -3.1% |
| 6M | -1.3% | -12.5% | +11.2% | -0.1% |
| YTD | +10.3% | -4.2% | +14.5% | +10.3% |
| 1Y | +10.4% | +3.1% | +7.3% | +9.5% |
| 3Y | +40.0% | +110.0% | -70.0% | +29.0% |
| 5Y | +12.4% | +123.1% | -110.7% | +2.8% |
| 10Y | +78.2% | +216.7% | -138.5% | +58.9% |
| All | +716.9% | +810.1% | -93.2% | +550.6% |
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 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