+859.8%
IAU vs SYY
+313.4%
+546.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.5% | -1.7% |
| 7D | +0.7% | -2.8% | +3.5% | +0.7% |
| 30D | +0.3% | -5.3% | +5.6% | +0.3% |
| 3M | +0.7% | +5.1% | -4.4% | +0.7% |
| 6M | -15.5% | -5.0% | -10.5% | -15.5% |
| YTD | +1.0% | +10.7% | -9.7% | +1.0% |
| 1Y | +19.6% | +0.7% | +18.9% | +19.6% |
| 3Y | +125.4% | +24.0% | +101.4% | +125.7% |
| 5Y | +140.7% | +19.3% | +121.5% | +141.0% |
| 10Y | +218.1% | +96.4% | +121.7% | +221.2% |
| All | +859.8% | +313.4% | +546.4% | +882.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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