+378.4%
IAU vs SW
+755.0%
-376.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | -0.5% | -5.1% | +4.6% | -0.4% |
| 30D | +4.4% | -4.6% | +9.0% | +4.5% |
| 3M | -1.1% | +9.4% | -10.4% | -1.2% |
| 6M | -13.7% | +3.5% | -17.2% | -13.9% |
| YTD | +2.7% | +22.0% | -19.3% | +2.4% |
| 1Y | +24.6% | +2.2% | +22.4% | +24.4% |
| 3Y | +126.8% | +19.6% | +107.3% | +125.6% |
| 5Y | +139.5% | -2.3% | +141.8% | +138.1% |
| 10Y | +226.3% | +181.4% | +44.9% | +220.3% |
| All | +378.4% | +755.0% | -376.6% | +357.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling