+76.3%
VUG vs IAU
+139.7%
-63.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | -0.1% |
| 7D | +0.9% | +0.7% | +0.1% | +0.7% |
| 30D | -1.4% | +0.3% | -1.8% | -1.5% |
| 3M | +2.3% | +0.7% | +1.6% | +2.1% |
| 6M | +15.7% | -15.5% | +31.2% | +17.9% |
| YTD | +8.6% | +1.0% | +7.7% | +8.1% |
| 1Y | +14.1% | +19.6% | -5.5% | +10.8% |
| 3Y | +87.9% | +125.4% | -37.5% | +60.8% |
| 5Y | +76.3% | +140.7% | -64.4% | +41.1% |
| All | +76.3% | +139.7% | -63.4% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling