+219.7%
IAU vs SPYG
+424.6%
-204.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.5% |
| 7D | -2.0% | -0.9% | -1.1% | -1.9% |
| 30D | -1.5% | -1.5% | 0.0% | -1.4% |
| 3M | +3.3% | +3.7% | -0.5% | +2.9% |
| 6M | -16.2% | +16.4% | -32.7% | -17.3% |
| YTD | +0.7% | +13.3% | -12.7% | -0.4% |
| 1Y | +19.2% | +17.9% | +1.4% | +17.7% |
| 3Y | +124.4% | +98.3% | +26.1% | +113.8% |
| 5Y | +140.0% | +86.4% | +53.6% | +127.9% |
| All | +219.7% | +424.6% | -204.9% | +207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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