+348.0%
VT vs IAU
+329.8%
+18.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.2% |
| 7D | -4.2% | +1.9% | -6.1% | -4.5% |
| 30D | -5.8% | -1.7% | -4.1% | -5.6% |
| 3M | -5.2% | -3.6% | -1.7% | -4.8% |
| 6M | +0.1% | -10.1% | +10.3% | +1.6% |
| YTD | +8.2% | -5.1% | +13.4% | +8.7% |
| 1Y | +10.1% | +2.6% | +7.5% | +9.4% |
| 3Y | +69.7% | +104.1% | -34.4% | +52.5% |
| 5Y | +53.4% | +122.8% | -69.4% | +35.8% |
| 10Y | +219.2% | +206.5% | +12.7% | +171.8% |
| All | +348.0% | +329.8% | +18.2% | +223.2% |
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 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