+40.1%
W vs IAU
+129.2%
-89.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.4% | +2.8% |
| 7D | -4.2% | -0.5% | -3.7% | -4.0% |
| 30D | -7.6% | +4.4% | -12.0% | -8.7% |
| 3M | +37.2% | -1.1% | +38.2% | +37.3% |
| 6M | +26.3% | -13.7% | +40.0% | +29.4% |
| YTD | -1.0% | +2.7% | -3.7% | -1.3% |
| 1Y | +20.1% | +24.6% | -4.5% | +17.4% |
| All | +40.1% | +129.2% | -89.1% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling