-7.9%
IAU vs SPG
+32.6%
-40.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.7% |
| 7D | -5.5% | +3.1% | -8.6% | -5.7% |
| 30D | -7.0% | +16.4% | -23.4% | -8.2% |
| 3M | -12.3% | +7.1% | -19.3% | -12.9% |
| 6M | -17.9% | +16.1% | -34.0% | -19.8% |
| YTD | -10.3% | +30.4% | -40.8% | -14.3% |
| 1Y | -7.9% | +33.0% | -40.9% | -12.4% |
| All | -7.9% | +32.6% | -40.5% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling