+545.0%
T vs IAU
+875.8%
-330.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.9% |
| 7D | -1.3% | -0.5% | -0.8% | -1.3% |
| 30D | +11.4% | +4.4% | +6.9% | +11.2% |
| 3M | +14.3% | -1.1% | +15.3% | +14.3% |
| 6M | -9.3% | -13.7% | +4.5% | -8.9% |
| YTD | +7.1% | +2.7% | +4.4% | +6.8% |
| 1Y | -9.1% | +24.6% | -33.7% | -10.1% |
| 3Y | +105.3% | +126.8% | -21.5% | +98.4% |
| 5Y | +66.8% | +139.5% | -72.7% | +60.7% |
| 10Y | +66.8% | +226.3% | -159.5% | +59.5% |
| All | +545.0% | +875.8% | -330.8% | +488.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling