+100.2%
UAL vs IAU
+209.6%
-109.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.8% | +4.9% | +6.6% |
| 7D | +10.2% | +4.9% | +5.3% | +9.8% |
| 30D | +12.0% | -1.4% | +13.4% | +12.0% |
| 3M | -7.1% | -4.8% | -2.3% | -6.9% |
| 6M | +20.9% | -12.5% | +33.4% | +21.0% |
| YTD | +7.7% | -4.2% | +11.8% | +8.4% |
| 1Y | +23.6% | +3.1% | +20.4% | +25.0% |
| 3Y | +222.6% | +110.0% | +112.6% | +247.5% |
| 5Y | +127.9% | +123.1% | +4.9% | +144.8% |
| 10Y | +100.2% | +216.7% | -116.5% | +150.8% |
| All | +100.2% | +209.6% | -109.4% | +150.8% |
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