+28.4%
XLY vs IAU
+139.7%
-111.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -1.7% | -2.0% | +0.3% | -1.5% |
| 30D | -4.2% | -1.5% | -2.7% | -4.0% |
| 3M | -2.7% | +3.3% | -5.9% | -3.0% |
| 6M | -0.6% | -16.2% | +15.6% | +0.7% |
| YTD | -5.0% | +0.7% | -5.7% | -5.2% |
| 1Y | -4.1% | +19.2% | -23.3% | -5.8% |
| 3Y | +33.6% | +124.4% | -90.8% | +18.8% |
| All | +28.4% | +139.7% | -111.3% | +7.3% |
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 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