+99.1%
UAL vs IAU
+216.4%
-117.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.8% |
| 7D | +3.4% | +0.7% | +2.7% | +3.4% |
| 30D | -16.5% | +0.3% | -16.8% | -16.4% |
| 3M | +2.8% | +0.7% | +2.1% | +2.7% |
| 6M | +17.6% | -15.5% | +33.1% | +17.1% |
| YTD | -3.2% | +1.0% | -4.2% | -2.7% |
| 1Y | +0.4% | +19.6% | -19.1% | +2.4% |
| 3Y | +128.2% | +125.4% | +2.7% | +146.2% |
| 5Y | +137.7% | +140.7% | -3.0% | +155.5% |
| 10Y | +99.1% | +218.1% | -119.0% | +129.4% |
| All | +99.1% | +216.4% | -117.3% | +129.4% |
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