-44.1%
VG vs IAU
+39.0%
-83.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.8% | +7.5% | +4.4% |
| 7D | +15.1% | -5.5% | +20.6% | +14.3% |
| 30D | -4.2% | -7.0% | +2.8% | -4.6% |
| 3M | -3.1% | -12.3% | +9.2% | -3.8% |
| 6M | +0.3% | -17.9% | +18.3% | +0.5% |
| YTD | +95.5% | -10.3% | +105.8% | +86.1% |
| 1Y | +64.4% | -7.9% | +72.3% | +54.6% |
| All | -44.1% | +39.0% | -83.1% | -70.1% |
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