+876.7%
IAU vs SGI
+1,348.8%
-472.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -0.5% | +8.5% | -9.1% | -0.6% |
| 30D | +4.4% | +0.7% | +3.8% | +4.4% |
| 3M | -1.1% | +0.6% | -1.7% | -1.1% |
| 6M | -13.7% | -17.9% | +4.2% | -13.6% |
| YTD | +2.7% | -21.2% | +23.9% | +2.9% |
| 1Y | +24.6% | -18.9% | +43.5% | +24.8% |
| 3Y | +126.8% | +52.6% | +74.2% | +126.2% |
| 5Y | +139.5% | +60.7% | +78.8% | +138.4% |
| 10Y | +226.3% | +278.1% | -51.9% | +223.8% |
| All | +876.7% | +1,348.8% | -472.1% | +873.6% |
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