+1,626.2%
TER vs IAU
+793.8%
+832.4%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.7% |
| 7D | -20.5% | +4.7% | -25.2% | -21.3% |
| 30D | -47.0% | -0.9% | -46.1% | -46.9% |
| 3M | -43.3% | -4.4% | -38.9% | -42.8% |
| 6M | -42.9% | -13.5% | -29.4% | -41.3% |
| YTD | +12.9% | -5.9% | +18.8% | +15.3% |
| 1Y | +18.2% | +1.9% | +16.3% | +19.5% |
| 3Y | +151.8% | +104.1% | +47.7% | +132.6% |
| 5Y | +54.2% | +121.0% | -66.8% | +40.7% |
| 10Y | +908.2% | +204.1% | +704.2% | +799.0% |
| All | +1,626.2% | +793.8% | +832.4% | +1,245.3% |
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