+995.4%
TER vs IAU
+210.9%
+784.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | +14.4% | -4.6% | +18.9% | +16.7% |
| 30D | -30.6% | -5.4% | -25.1% | -28.9% |
| 3M | -39.2% | -10.9% | -28.3% | -36.1% |
| 6M | -31.3% | -17.4% | -13.9% | -25.7% |
| YTD | +29.1% | -10.2% | +39.3% | +37.5% |
| 1Y | +47.4% | -7.1% | +54.5% | +55.6% |
| 3Y | +191.2% | +97.7% | +93.5% | +144.8% |
| 5Y | +74.0% | +105.3% | -31.3% | +42.1% |
| All | +995.4% | +210.9% | +784.5% | +810.8% |
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