+2,965.2%
PH vs IAU
+793.8%
+2,171.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +2.9% |
| 7D | +2.0% | +4.7% | -2.7% | +1.7% |
| 30D | -3.7% | -0.9% | -2.8% | -3.6% |
| 3M | -14.0% | -4.4% | -9.7% | -13.8% |
| 6M | +2.1% | -13.5% | +15.6% | +2.9% |
| YTD | +5.1% | -5.9% | +11.0% | +5.4% |
| 1Y | +10.9% | +1.9% | +9.1% | +10.9% |
| 3Y | +132.9% | +104.1% | +28.9% | +124.7% |
| 5Y | +200.1% | +121.0% | +79.1% | +187.5% |
| 10Y | +783.8% | +204.1% | +579.7% | +736.5% |
| All | +2,965.2% | +793.8% | +2,171.4% | +2,391.0% |
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