+780.6%
XLY vs IAU
+856.1%
-75.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | -1.7% | -2.0% | +0.3% | -1.7% |
| 30D | -4.2% | -1.5% | -2.7% | -4.2% |
| 3M | -2.7% | +3.3% | -5.9% | -2.7% |
| 6M | -0.6% | -16.2% | +15.6% | -0.5% |
| YTD | -5.0% | +0.7% | -5.7% | -5.0% |
| 1Y | -4.1% | +19.2% | -23.3% | -4.1% |
| 3Y | +33.6% | +124.4% | -90.8% | +33.3% |
| 5Y | +28.7% | +140.0% | -111.3% | +28.2% |
| 10Y | +219.6% | +218.9% | +0.7% | +222.1% |
| All | +780.6% | +856.1% | -75.6% | +812.8% |
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