+341.8%
IAU vs SW
+730.4%
-388.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.9% |
| 7D | +1.9% | +4.7% | -2.8% | +1.8% |
| 30D | -1.7% | +5.0% | -6.7% | -1.8% |
| 3M | -3.6% | -7.3% | +3.8% | -3.5% |
| 6M | -10.1% | +15.0% | -25.1% | -10.4% |
| YTD | -5.1% | +18.5% | -23.7% | -5.4% |
| 1Y | +2.6% | +27.1% | -24.5% | +2.2% |
| 3Y | +104.1% | +49.3% | +54.8% | +102.6% |
| 5Y | +122.8% | -1.6% | +124.4% | +121.5% |
| 10Y | +206.5% | +185.4% | +21.1% | +200.9% |
| All | +341.8% | +730.4% | -388.6% | +322.3% |
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