+282.5%
UNP vs IAU
+221.5%
+61.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.3% |
| 7D | -1.7% | +0.2% | -1.9% | -1.7% |
| 30D | -2.1% | +0.2% | -2.3% | -2.1% |
| 3M | +5.4% | +3.3% | +2.2% | +5.5% |
| 6M | +13.4% | -14.6% | +27.9% | +13.5% |
| YTD | +25.0% | +1.9% | +23.1% | +25.1% |
| 1Y | +34.6% | +20.9% | +13.7% | +34.7% |
| 3Y | +43.6% | +127.5% | -83.9% | +41.6% |
| 5Y | +51.7% | +141.9% | -90.2% | +48.9% |
| 10Y | +282.5% | +222.8% | +59.8% | +322.8% |
| All | +282.5% | +221.5% | +61.0% | +322.8% |
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