+178.4%
WMT vs IAU
+105.6%
+72.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +2.0% | -4.6% | +6.6% | +2.4% |
| 30D | +10.3% | -5.4% | +15.7% | +10.6% |
| 3M | +11.0% | -10.9% | +21.8% | +11.7% |
| 6M | -2.3% | -17.4% | +15.0% | -1.0% |
| YTD | +15.7% | -10.2% | +25.9% | +15.4% |
| 1Y | +26.0% | -7.1% | +33.0% | +25.0% |
| 3Y | +136.5% | +97.7% | +38.8% | +110.5% |
| All | +178.4% | +105.6% | +72.9% | +138.5% |
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