+53.4%
T vs IAU
+120.1%
-66.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | +1.0% | +4.7% | -3.7% | +1.0% |
| 30D | -10.6% | -0.9% | -9.7% | -10.6% |
| 3M | -7.7% | -4.4% | -3.4% | -7.7% |
| 6M | -13.3% | -13.5% | +0.2% | -12.9% |
| YTD | -8.8% | -5.9% | -2.9% | -9.9% |
| 1Y | -8.4% | +1.9% | -10.3% | -10.3% |
| 3Y | +59.6% | +104.1% | -44.4% | +36.5% |
| All | +53.4% | +120.1% | -66.7% | +22.8% |
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 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