-37.8%
U vs IAU
+122.2%
-159.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | +4.4% | +0.2% | +4.2% | +4.3% |
| 30D | -1.3% | +0.2% | -1.5% | -1.6% |
| 3M | +49.6% | +3.3% | +46.3% | +47.2% |
| 6M | +100.2% | -14.6% | +114.7% | +113.2% |
| YTD | -3.7% | +1.9% | -5.6% | -2.8% |
| 1Y | -6.5% | +20.9% | -27.4% | -12.9% |
| 3Y | +12.9% | +127.5% | -114.6% | -22.7% |
| 5Y | -68.3% | +141.9% | -210.2% | -79.9% |
| All | -37.8% | +122.2% | -159.9% | -56.4% |
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