+80.3%
TLT vs IAU
+786.3%
-706.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -1.0% |
| 7D | -0.3% | +2.8% | -3.1% | -0.6% |
| 30D | +3.7% | -4.0% | +7.7% | +4.2% |
| 3M | -0.7% | -8.2% | +7.5% | +0.3% |
| 6M | -4.2% | -14.8% | +10.6% | -2.4% |
| YTD | -4.0% | -6.7% | +2.7% | -3.7% |
| 1Y | -5.8% | -2.2% | -3.6% | -6.2% |
| 3Y | +4.1% | +106.7% | -102.6% | -6.9% |
| 5Y | -34.8% | +114.8% | -149.6% | -42.0% |
| 10Y | -12.3% | +213.0% | -225.3% | -25.0% |
| All | +80.3% | +786.3% | -706.0% | +51.8% |
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