+1,241.8%
VUG vs IAU
+875.8%
+366.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.4% |
| 7D | -0.1% | -0.5% | +0.4% | -0.1% |
| 30D | -0.3% | +4.4% | -4.7% | -0.7% |
| 3M | -0.7% | -1.1% | +0.4% | -0.7% |
| 6M | +14.6% | -13.7% | +28.3% | +15.8% |
| YTD | +9.0% | +2.7% | +6.3% | +8.6% |
| 1Y | +14.9% | +24.6% | -9.8% | +12.8% |
| 3Y | +86.0% | +126.8% | -40.8% | +74.3% |
| 5Y | +76.7% | +139.5% | -62.8% | +64.5% |
| 10Y | +411.3% | +226.3% | +185.0% | +369.8% |
| All | +1,241.8% | +875.8% | +366.1% | +1,024.4% |
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