+1,001.8%
TER vs IAU
+209.6%
+792.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.8% | +10.9% | +11.9% |
| 7D | -5.8% | +4.9% | -10.6% | -7.8% |
| 30D | -38.9% | -1.4% | -37.5% | -38.5% |
| 3M | -35.1% | -4.8% | -30.3% | -33.7% |
| 6M | -31.6% | -12.5% | -19.1% | -27.8% |
| YTD | +27.2% | -4.2% | +31.4% | +31.9% |
| 1Y | +35.2% | +3.1% | +32.1% | +37.7% |
| 3Y | +192.8% | +110.0% | +82.8% | +140.5% |
| 5Y | +72.4% | +123.1% | -50.6% | +36.9% |
| 10Y | +1,001.8% | +216.7% | +785.2% | +795.4% |
| All | +1,001.8% | +209.6% | +792.2% | +795.4% |
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