-47.9%
RIG vs IAU
+210.9%
-258.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.0% | +4.1% |
| 7D | +5.7% | -4.6% | +10.3% | +6.7% |
| 30D | -0.7% | -5.4% | +4.7% | +0.3% |
| 3M | -3.1% | -10.9% | +7.7% | -0.9% |
| 6M | -16.3% | -17.4% | +1.0% | -12.9% |
| YTD | +34.1% | -10.2% | +44.4% | +36.3% |
| 1Y | +38.2% | -7.1% | +45.2% | +39.1% |
| 3Y | -15.3% | +97.7% | -113.0% | -29.6% |
| 5Y | +62.5% | +105.3% | -42.8% | +33.1% |
| All | -47.9% | +210.9% | -258.8% | -57.2% |
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