+859.8%
IAU vs SPYG
+1,229.7%
-369.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.7% |
| 7D | +0.7% | +1.2% | -0.5% | +0.7% |
| 30D | +0.3% | -1.6% | +1.9% | +0.4% |
| 3M | +0.7% | +3.4% | -2.7% | +0.5% |
| 6M | -15.5% | +18.9% | -34.4% | -16.4% |
| YTD | +1.0% | +13.8% | -12.8% | +0.1% |
| 1Y | +19.6% | +20.6% | -1.0% | +18.1% |
| 3Y | +125.4% | +100.5% | +24.9% | +116.1% |
| 5Y | +140.7% | +84.6% | +56.1% | +130.7% |
| 10Y | +218.1% | +410.8% | -192.7% | +189.9% |
| All | +859.8% | +1,229.7% | -369.9% | +690.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling