+63.6%
RIG vs IAU
+142.1%
-78.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | -8.2% | +0.2% | -8.4% | -8.3% |
| 30D | -0.2% | +0.2% | -0.4% | -0.5% |
| 3M | -2.7% | +3.3% | -6.0% | -4.5% |
| 6M | -7.5% | -14.6% | +7.1% | -1.1% |
| YTD | +38.3% | +1.9% | +36.4% | +33.3% |
| 1Y | +81.8% | +20.9% | +61.0% | +58.1% |
| 3Y | -30.2% | +127.5% | -157.7% | -63.8% |
| All | +63.6% | +142.1% | -78.5% | -14.6% |
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