+220.4%
W vs IAU
+209.9%
+10.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.3% |
| 7D | -7.4% | -2.0% | -5.4% | -6.4% |
| 30D | +7.8% | -4.4% | +12.2% | +10.4% |
| 3M | +10.9% | -8.9% | +19.8% | +16.2% |
| 6M | +86.4% | -15.9% | +102.4% | +103.0% |
| YTD | +14.0% | -7.8% | +21.7% | +16.6% |
| 1Y | +3.5% | -3.8% | +7.3% | +3.5% |
| 3Y | +164.8% | +104.3% | +60.4% | +59.1% |
| 5Y | -53.1% | +111.2% | -164.3% | -73.1% |
| 10Y | +220.4% | +216.4% | +4.0% | +82.8% |
| All | +220.4% | +209.9% | +10.6% | +82.8% |
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