+82.5%
TLT vs IAU
+875.8%
-793.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | -0.4% | -0.5% | +0.1% | -0.4% |
| 30D | -0.6% | +4.4% | -5.0% | -1.1% |
| 3M | -2.7% | -1.1% | -1.7% | -2.7% |
| 6M | -5.6% | -13.7% | +8.1% | -4.0% |
| YTD | -2.8% | +2.7% | -5.5% | -3.6% |
| 1Y | -1.4% | +24.6% | -26.1% | -5.0% |
| 3Y | -1.6% | +126.8% | -128.4% | -13.0% |
| 5Y | -33.8% | +139.5% | -173.3% | -41.9% |
| 10Y | -21.1% | +226.3% | -247.4% | -33.1% |
| All | +82.5% | +875.8% | -793.3% | +51.9% |
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