+402.8%
VUG vs IAU
+210.9%
+191.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +2.5% | -4.6% | +7.1% | +3.3% |
| 30D | -6.3% | -5.4% | -0.8% | -5.4% |
| 3M | -6.0% | -10.9% | +4.8% | -4.4% |
| 6M | -3.5% | -17.4% | +13.8% | -0.8% |
| YTD | +3.9% | -10.2% | +14.1% | +5.3% |
| 1Y | +5.1% | -7.1% | +12.2% | +5.9% |
| 3Y | +77.9% | +97.7% | -19.9% | +57.6% |
| 5Y | +62.4% | +105.3% | -42.9% | +41.1% |
| All | +402.8% | +210.9% | +191.9% | +347.2% |
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 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