+269.8%
IAU vs SCHG
+1,121.7%
-851.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | -3.4% | -2.7% | -0.6% | -3.2% |
| 30D | -1.1% | -2.2% | +1.1% | -1.0% |
| 3M | +5.8% | +6.2% | -0.3% | +5.4% |
| 6M | -16.9% | +13.4% | -30.3% | -17.5% |
| YTD | +0.1% | +7.1% | -7.0% | -0.3% |
| 1Y | +18.4% | +12.5% | +5.9% | +17.6% |
| 3Y | +123.6% | +86.2% | +37.4% | +116.4% |
| 5Y | +138.7% | +83.9% | +54.8% | +129.9% |
| 10Y | +217.2% | +451.3% | -234.1% | +198.2% |
| All | +269.8% | +1,121.7% | -851.9% | +213.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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