+67.4%
RIG vs IAU
+105.6%
-38.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.0% | +4.1% |
| 7D | +5.7% | -4.6% | +10.3% | +7.5% |
| 30D | -0.7% | -5.4% | +4.7% | +1.0% |
| 3M | -3.1% | -10.9% | +7.7% | +0.8% |
| 6M | -16.3% | -17.4% | +1.0% | -10.1% |
| YTD | +34.1% | -10.2% | +44.4% | +35.3% |
| 1Y | +38.2% | -7.1% | +45.2% | +36.4% |
| 3Y | -15.3% | +97.7% | -113.0% | -54.6% |
| All | +67.4% | +105.6% | -38.2% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling