+162.2%
W vs IAU
+221.5%
-59.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | -0.3% |
| 7D | +5.9% | +0.2% | +5.7% | +5.8% |
| 30D | -3.0% | +0.2% | -3.3% | -3.1% |
| 3M | +40.3% | +3.3% | +37.1% | +38.1% |
| 6M | +32.2% | -14.6% | +46.8% | +42.0% |
| YTD | -0.3% | +1.9% | -2.2% | -2.9% |
| 1Y | +16.2% | +20.9% | -4.7% | +3.3% |
| 3Y | +40.7% | +127.5% | -86.8% | -19.0% |
| 5Y | -62.3% | +141.9% | -204.3% | -79.5% |
| 10Y | +162.2% | +222.8% | -60.5% | +43.9% |
| All | +162.2% | +221.5% | -59.3% | +43.9% |
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