+753.6%
IAU vs SM
+77.6%
+676.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -4.6% | +9.4% | -14.0% | -4.8% |
| 30D | -5.4% | -14.4% | +8.9% | -5.2% |
| 3M | -10.9% | +1.6% | -12.4% | -11.0% |
| 6M | -17.4% | +6.3% | -23.7% | -17.7% |
| YTD | -10.2% | +78.8% | -89.0% | -11.8% |
| 1Y | -7.1% | +83.1% | -90.2% | -8.7% |
| 3Y | +97.7% | -5.9% | +103.6% | +96.2% |
| 5Y | +105.3% | +4.8% | +100.5% | +101.8% |
| 10Y | +208.0% | +17.5% | +190.5% | +192.4% |
| All | +753.6% | +77.6% | +676.0% | +593.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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