-34.6%
UPS vs IAU
+139.7%
-174.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | -1.6% |
| 7D | -2.1% | +0.7% | -2.9% | -2.2% |
| 30D | -2.3% | +0.3% | -2.6% | -2.4% |
| 3M | -5.2% | +0.7% | -5.9% | -5.4% |
| 6M | +1.4% | -15.5% | +16.9% | +1.8% |
| YTD | +6.1% | +1.0% | +5.1% | +6.2% |
| 1Y | +27.0% | +19.6% | +7.4% | +26.4% |
| 3Y | -25.9% | +125.4% | -151.4% | -30.3% |
| 5Y | -34.6% | +140.7% | -175.3% | -41.2% |
| All | -34.6% | +139.7% | -174.3% | -41.2% |
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