+68.4%
T vs IAU
+221.5%
-153.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.8% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | +4.6% | +0.2% | +4.4% | +4.5% |
| 3M | +12.2% | +3.3% | +9.0% | +12.1% |
| 6M | -6.5% | -14.6% | +8.1% | -5.9% |
| YTD | +4.9% | +1.9% | +3.0% | +4.1% |
| 1Y | -10.5% | +20.9% | -31.4% | -12.2% |
| 3Y | +104.6% | +127.5% | -22.9% | +89.8% |
| 5Y | +64.2% | +141.9% | -77.7% | +51.1% |
| 10Y | +68.4% | +222.8% | -154.3% | +61.5% |
| All | +68.4% | +221.5% | -153.1% | +61.5% |
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