-53.4%
W vs IAU
+123.8%
-177.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.8% | +2.8% | +3.8% |
| 7D | +3.3% | +4.9% | -1.6% | +1.2% |
| 30D | +10.5% | -1.4% | +11.9% | +11.2% |
| 3M | +9.6% | -4.8% | +14.4% | +12.0% |
| 6M | +76.4% | -12.5% | +88.9% | +86.3% |
| YTD | +16.4% | -4.2% | +20.6% | +16.7% |
| 1Y | +9.3% | +3.1% | +6.2% | +6.2% |
| 3Y | +172.8% | +110.0% | +62.8% | +54.5% |
| 5Y | -53.4% | +123.1% | -176.4% | -76.6% |
| All | -53.4% | +123.8% | -177.2% | -76.6% |
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