+20.5%
IAU vs SPG
+19.6%
+0.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +0.9% |
| 7D | +0.2% | -1.7% | +1.8% | +0.2% |
| 30D | +0.2% | -6.3% | +6.5% | +0.3% |
| 3M | +3.3% | -2.4% | +5.7% | +3.0% |
| 6M | -14.6% | +9.6% | -24.2% | -15.7% |
| YTD | +1.9% | +14.2% | -12.3% | +1.0% |
| All | +20.5% | +19.6% | +0.9% | +20.6% |
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