-39.0%
U vs IAU
+124.0%
-163.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | -3.8% | -0.5% | -3.3% | -3.6% |
| 30D | +17.5% | +4.4% | +13.0% | +15.0% |
| 3M | +38.7% | -1.1% | +39.8% | +39.2% |
| 6M | +104.4% | -13.7% | +118.1% | +116.7% |
| YTD | -5.7% | +2.7% | -8.4% | -5.1% |
| 1Y | +3.7% | +24.6% | -20.9% | -4.6% |
| 3Y | +12.3% | +126.8% | -114.5% | -23.0% |
| 5Y | -68.8% | +139.5% | -208.3% | -80.2% |
| All | -39.0% | +124.0% | -163.1% | -57.4% |
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 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