+62.5%
T vs IAU
+210.5%
-148.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | -0.3% |
| 7D | +1.6% | -5.5% | +7.1% | +1.7% |
| 30D | -2.9% | -7.0% | +4.0% | -2.9% |
| 3M | -7.5% | -12.3% | +4.8% | -7.4% |
| 6M | -9.9% | -17.9% | +8.0% | -9.6% |
| YTD | -6.4% | -10.3% | +3.9% | -7.0% |
| 1Y | -9.4% | -7.9% | -1.5% | -10.1% |
| 3Y | +64.9% | +98.7% | -33.8% | +54.2% |
| 5Y | +57.0% | +105.0% | -48.1% | +45.6% |
| All | +62.5% | +210.5% | -148.0% | +57.8% |
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