+66.1%
T vs IAU
+139.7%
-73.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.3% |
| 7D | -1.5% | +0.7% | -2.3% | -1.5% |
| 30D | +7.6% | +0.3% | +7.3% | +7.6% |
| 3M | +15.3% | +0.7% | +14.6% | +15.3% |
| 6M | -8.5% | -15.5% | +7.0% | -7.7% |
| YTD | +6.8% | +1.0% | +5.8% | +5.5% |
| 1Y | -7.2% | +19.6% | -26.8% | -10.3% |
| 3Y | +108.2% | +125.4% | -17.2% | +78.8% |
| 5Y | +66.1% | +140.7% | -74.7% | +37.6% |
| All | +66.1% | +139.7% | -73.6% | +37.6% |
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