+876.7%
IAU vs SAN
+314.6%
+562.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | -0.5% | +1.8% | -2.3% | -0.6% |
| 30D | +4.4% | +2.0% | +2.5% | +4.4% |
| 3M | -1.1% | +19.7% | -20.8% | -1.6% |
| 6M | -13.7% | +30.6% | -44.4% | -14.5% |
| YTD | +2.7% | +28.8% | -26.1% | +1.8% |
| 1Y | +24.6% | +57.8% | -33.1% | +22.8% |
| 3Y | +126.8% | +338.1% | -211.3% | +117.5% |
| 5Y | +139.5% | +384.2% | -244.7% | +128.0% |
| 10Y | +226.3% | +353.1% | -126.9% | +207.8% |
| All | +876.7% | +314.6% | +562.1% | +686.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling