+1,006.2%
TER vs IAU
+208.6%
+797.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.9% |
| 7D | -8.9% | +2.8% | -11.7% | -10.1% |
| 30D | -39.1% | -4.0% | -35.1% | -38.0% |
| 3M | -32.8% | -8.2% | -24.6% | -30.3% |
| 6M | -31.7% | -14.8% | -17.0% | -27.1% |
| YTD | +26.9% | -6.7% | +33.6% | +33.1% |
| 1Y | +33.6% | -2.2% | +35.8% | +38.4% |
| 3Y | +181.5% | +106.7% | +74.8% | +133.2% |
| 5Y | +76.1% | +114.8% | -38.7% | +41.9% |
| 10Y | +1,006.2% | +213.0% | +793.2% | +812.4% |
| All | +1,006.2% | +208.6% | +797.6% | +812.4% |
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