+1,019.7%
WMT vs IAU
+752.8%
+266.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +2.0% | -4.6% | +6.6% | +2.0% |
| 30D | +10.3% | -5.4% | +15.7% | +10.2% |
| 3M | +11.0% | -10.9% | +21.8% | +10.9% |
| 6M | -2.3% | -17.4% | +15.0% | -2.4% |
| YTD | +15.7% | -10.2% | +25.9% | +15.6% |
| 1Y | +26.0% | -7.1% | +33.0% | +25.9% |
| 3Y | +136.5% | +97.7% | +38.8% | +138.9% |
| 5Y | +176.8% | +105.3% | +71.6% | +179.7% |
| 10Y | +537.5% | +208.0% | +329.5% | +560.6% |
| All | +1,019.7% | +752.8% | +266.9% | +1,232.3% |
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