+800.0%
VGT vs IAU
+220.2%
+579.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -0.2% | -2.0% | +1.8% | +0.2% |
| 30D | -0.4% | -1.5% | +1.1% | -0.2% |
| 3M | +4.4% | +3.3% | +1.2% | +3.7% |
| 6M | +32.1% | -16.2% | +48.3% | +35.4% |
| YTD | +28.8% | +0.7% | +28.1% | +28.4% |
| 1Y | +35.3% | +19.2% | +16.1% | +31.4% |
| 3Y | +124.8% | +124.4% | +0.3% | +95.5% |
| 5Y | +137.9% | +140.0% | -2.1% | +102.2% |
| All | +800.0% | +220.2% | +579.8% | +692.5% |
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