+124.4%
IAU vs SPYG
+98.4%
+26.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -2.0% | -0.9% | -1.1% | -1.8% |
| 30D | -1.5% | -1.5% | 0.0% | -1.2% |
| 3M | +3.3% | +3.7% | -0.5% | +2.6% |
| 6M | -16.2% | +16.4% | -32.7% | -18.0% |
| YTD | +0.7% | +13.3% | -12.7% | -1.3% |
| 1Y | +19.2% | +17.9% | +1.4% | +16.5% |
| 3Y | +124.4% | +98.3% | +26.1% | +114.2% |
| All | +124.4% | +98.4% | +26.0% | +114.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling