+753.6%
IAU vs SGI
+1,159.9%
-406.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -4.6% | -5.3% | +0.7% | -4.5% |
| 30D | -5.4% | -2.1% | -3.4% | -5.4% |
| 3M | -10.9% | -8.2% | -2.7% | -10.8% |
| 6M | -17.4% | -4.6% | -12.8% | -17.3% |
| YTD | -10.2% | -31.5% | +21.2% | -10.0% |
| 1Y | -7.1% | -30.8% | +23.8% | -6.8% |
| 3Y | +97.7% | +67.2% | +30.5% | +97.3% |
| 5Y | +105.3% | +42.5% | +62.8% | +104.7% |
| 10Y | +208.0% | +321.9% | -113.8% | +206.1% |
| All | +753.6% | +1,159.9% | -406.3% | +752.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling