+223.5%
IAU vs SAN
+348.5%
-125.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +0.9% |
| 7D | +0.2% | -0.5% | +0.6% | +0.2% |
| 30D | +0.2% | -0.1% | +0.3% | +0.2% |
| 3M | +3.3% | +19.6% | -16.4% | +2.7% |
| 6M | -14.6% | +32.7% | -47.2% | -15.2% |
| YTD | +1.9% | +26.7% | -24.8% | +1.1% |
| 1Y | +20.9% | +51.6% | -30.8% | +19.7% |
| 3Y | +127.5% | +348.7% | -221.3% | +123.4% |
| 5Y | +141.9% | +378.7% | -236.8% | +136.4% |
| All | +223.5% | +348.5% | -125.0% | +206.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling