+732.8%
O vs IAU
+875.8%
-143.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.7% |
| 7D | -0.7% | -0.5% | -0.2% | -0.7% |
| 30D | -1.9% | +4.4% | -6.3% | -2.3% |
| 3M | +3.8% | -1.1% | +4.9% | +3.9% |
| 6M | -4.7% | -13.7% | +9.0% | -3.5% |
| YTD | +12.5% | +2.7% | +9.7% | +11.7% |
| 1Y | +10.8% | +24.6% | -13.8% | +7.8% |
| 3Y | +28.8% | +126.8% | -98.1% | +17.8% |
| 5Y | +13.2% | +139.5% | -126.3% | +2.8% |
| 10Y | +53.5% | +226.3% | -172.8% | +36.2% |
| All | +732.8% | +875.8% | -143.0% | +559.1% |
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