+210.7%
IAU vs SPG
+113.9%
+96.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -4.6% | +2.0% | -6.6% | -4.6% |
| 30D | -5.4% | +17.2% | -22.7% | -5.5% |
| 3M | -10.9% | +6.3% | -17.2% | -10.9% |
| 6M | -17.4% | +18.7% | -36.1% | -17.5% |
| YTD | -10.2% | +30.1% | -40.3% | -10.4% |
| 1Y | -7.1% | +32.8% | -39.8% | -7.2% |
| 3Y | +97.7% | +133.6% | -35.9% | +96.8% |
| 5Y | +105.3% | +84.4% | +20.9% | +104.0% |
| All | +210.7% | +113.9% | +96.7% | +214.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling