-70.0%
U vs IAU
+123.8%
-193.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -1.1% |
| 7D | +32.3% | +4.9% | +27.4% | +29.2% |
| 30D | +9.7% | -1.4% | +11.1% | +10.6% |
| 3M | +19.6% | -4.8% | +24.4% | +22.3% |
| 6M | +82.6% | -12.5% | +95.1% | +94.3% |
| YTD | +16.4% | -4.2% | +20.6% | +21.3% |
| 1Y | +28.5% | +3.1% | +25.4% | +29.7% |
| 3Y | +103.8% | +110.0% | -6.2% | +35.3% |
| 5Y | -70.0% | +123.1% | -193.1% | -83.9% |
| All | -70.0% | +123.8% | -193.9% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling