+13.5%
U vs IAU
+125.1%
-111.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.4% |
| 7D | +4.5% | +0.7% | +3.7% | +4.1% |
| 30D | -0.6% | +0.3% | -0.9% | -0.9% |
| 3M | +48.4% | +0.7% | +47.7% | +47.7% |
| 6M | +115.4% | -15.5% | +130.9% | +130.5% |
| YTD | -3.2% | +1.0% | -4.2% | -0.3% |
| 1Y | -6.0% | +19.6% | -25.6% | -10.9% |
| 3Y | +13.5% | +125.4% | -112.0% | -24.0% |
| All | +13.5% | +125.1% | -111.7% | -24.0% |
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