+6.9%
TLT vs IAU
+103.2%
-96.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | +0.1% | +4.7% | -4.6% | -0.3% |
| 30D | +6.2% | -0.9% | +7.1% | +6.2% |
| 3M | +0.1% | -4.4% | +4.4% | +0.4% |
| 6M | -3.0% | -13.5% | +10.5% | -2.0% |
| YTD | -2.7% | -5.9% | +3.2% | -3.0% |
| 1Y | -4.8% | +1.9% | -6.7% | -6.0% |
| 3Y | +6.9% | +104.1% | -97.1% | -11.7% |
| All | +6.9% | +103.2% | -96.3% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling