-10.1%
IAU vs SW
+17.5%
-27.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.4% | +2.9% |
| 7D | -0.3% | +12.1% | -12.3% | -2.3% |
| 30D | -1.9% | +6.6% | -8.4% | -3.0% |
| 3M | -0.4% | -6.0% | +5.6% | +0.8% |
| 6M | -10.1% | +21.5% | -31.6% | -16.6% |
| All | -10.1% | +17.5% | -27.6% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 6mo: compounded portfolio wealth divided by compounded SW 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…
6mo analysis · Full analysis span regression · 6 months rolling