+141.9%
IAU vs SGI
+56.1%
+85.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.0% |
| 7D | +0.2% | +0.6% | -0.4% | +0.1% |
| 30D | +0.2% | +5.5% | -5.3% | -0.1% |
| 3M | +3.3% | -3.6% | +6.9% | +3.4% |
| 6M | -14.6% | -15.0% | +0.5% | -14.2% |
| YTD | +1.9% | -23.0% | +24.9% | +2.7% |
| 1Y | +20.9% | -18.4% | +39.3% | +21.7% |
| 3Y | +127.5% | +57.8% | +69.7% | +125.6% |
| 5Y | +141.9% | +51.5% | +90.5% | +132.2% |
| All | +141.9% | +56.1% | +85.8% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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