+105.6%
IAU vs SAN
+294.0%
-188.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | +0.1% |
| 7D | -4.6% | +4.0% | -8.6% | -4.9% |
| 30D | -5.4% | -7.8% | +2.4% | -4.8% |
| 3M | -10.9% | -16.4% | +5.5% | -9.6% |
| 6M | -17.4% | +3.5% | -20.9% | -17.5% |
| YTD | -10.2% | +6.7% | -16.9% | -10.7% |
| 1Y | -7.1% | +14.5% | -21.5% | -7.9% |
| 3Y | +97.7% | +243.5% | -145.8% | +87.9% |
| All | +105.6% | +294.0% | -188.4% | +84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling