-42.2%
RIG vs IAU
+220.2%
-262.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -1.9% |
| 7D | -3.1% | -2.0% | -1.1% | -2.6% |
| 30D | -0.5% | -1.5% | +1.0% | -0.3% |
| 3M | -6.0% | +3.3% | -9.2% | -6.9% |
| 6M | -10.1% | -16.2% | +6.1% | -6.4% |
| YTD | +37.3% | +0.7% | +36.6% | +36.1% |
| 1Y | +73.9% | +19.2% | +54.7% | +65.2% |
| 3Y | -30.2% | +124.4% | -154.6% | -43.8% |
| 5Y | +62.5% | +140.0% | -77.6% | +29.9% |
| All | -42.2% | +220.2% | -262.4% | -48.5% |
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