+338.2%
IAU vs SW
+743.1%
-404.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.4% | +3.6% |
| 7D | -0.3% | +12.1% | -12.3% | -0.5% |
| 30D | -1.9% | +6.6% | -8.4% | -2.0% |
| 3M | -0.4% | -6.0% | +5.6% | -0.3% |
| 6M | -10.1% | +21.5% | -31.6% | -10.4% |
| YTD | -5.9% | +20.3% | -26.2% | -6.2% |
| 1Y | +2.9% | +28.1% | -25.2% | +2.5% |
| 3Y | +102.4% | +51.6% | +50.8% | +100.9% |
| 5Y | +124.0% | -0.1% | +124.1% | +122.6% |
| 10Y | +204.0% | +189.7% | +14.3% | +198.3% |
| All | +338.2% | +743.1% | -404.9% | +318.8% |
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