+202.5%
UPS vs IAU
+751.7%
-549.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +0.9% | -1.8% |
| 7D | -0.6% | -5.5% | +4.9% | -0.6% |
| 30D | +16.4% | -7.0% | +23.4% | +16.4% |
| 3M | +7.9% | -12.3% | +20.2% | +7.9% |
| 6M | +15.8% | -17.9% | +33.8% | +15.7% |
| YTD | +16.6% | -10.3% | +26.9% | +16.7% |
| 1Y | +22.3% | -7.9% | +30.2% | +22.5% |
| 3Y | -6.2% | +98.7% | -104.9% | -4.6% |
| 5Y | -34.4% | +105.0% | -139.5% | -33.4% |
| 10Y | +41.7% | +207.7% | -166.0% | +46.3% |
| All | +202.5% | +751.7% | -549.3% | +218.3% |
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