+203.6%
TGT vs IAU
+220.2%
-16.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | 0.0% |
| 7D | -5.2% | -2.0% | -3.2% | -5.2% |
| 30D | +1.2% | -1.5% | +2.7% | +1.2% |
| 3M | +18.4% | +3.3% | +15.1% | +18.4% |
| 6M | +33.4% | -16.2% | +49.7% | +34.1% |
| YTD | +63.8% | +0.7% | +63.1% | +62.6% |
| 1Y | +77.2% | +19.2% | +57.9% | +74.0% |
| 3Y | +41.8% | +124.4% | -82.6% | +31.0% |
| 5Y | -25.5% | +140.0% | -165.6% | -32.1% |
| All | +203.6% | +220.2% | -16.6% | +177.4% |
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