+147.4%
IAU vs S
-56.8%
+204.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -0.5% | -7.7% | +7.2% | -0.4% |
| 30D | +4.4% | -5.3% | +9.8% | +4.5% |
| 3M | -1.1% | +20.3% | -21.3% | -1.3% |
| 6M | -13.7% | +47.4% | -61.1% | -14.2% |
| YTD | +2.7% | +32.5% | -29.8% | +2.3% |
| 1Y | +24.6% | +9.5% | +15.1% | +24.4% |
| 3Y | +126.8% | +15.5% | +111.3% | +125.6% |
| 5Y | +139.5% | -71.2% | +210.7% | +139.8% |
| All | +147.4% | -56.8% | +204.2% | +146.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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