-26.3%
U vs IAU
+103.5%
-129.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -0.9% |
| 7D | +24.4% | +2.8% | +21.5% | +22.8% |
| 30D | +7.4% | -4.0% | +11.3% | +9.6% |
| 3M | +16.8% | -8.2% | +25.0% | +21.4% |
| 6M | +78.8% | -14.8% | +93.5% | +91.9% |
| YTD | +14.0% | -6.7% | +20.7% | +19.9% |
| 1Y | +16.7% | -2.2% | +19.0% | +20.5% |
| 3Y | +86.4% | +106.7% | -20.3% | +33.5% |
| 5Y | -71.5% | +114.8% | -186.3% | -81.0% |
| All | -26.3% | +103.5% | -129.8% | -46.2% |
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