+163.6%
W vs IAU
+254.2%
-90.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.0% |
| 3M | +37.2% | -1.1% | +38.2% | +37.6% |
| 6M | +26.3% | -13.7% | +40.0% | +32.6% |
| YTD | -1.0% | +2.7% | -3.7% | -2.7% |
| 1Y | +20.1% | +24.6% | -4.5% | +10.1% |
| 3Y | +37.8% | +126.8% | -89.1% | -3.7% |
| 5Y | -63.7% | +139.5% | -203.1% | -75.4% |
| 10Y | +156.3% | +226.3% | -69.9% | +79.3% |
| All | +163.6% | +254.2% | -90.6% | +111.9% |
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 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