+222.9%
SAP vs IAU
+209.6%
+13.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.3% |
| 7D | +1.6% | +4.9% | -3.3% | +0.6% |
| 30D | +10.5% | -1.4% | +11.9% | +10.8% |
| 3M | +15.2% | -4.8% | +19.9% | +16.3% |
| 6M | +36.7% | -12.5% | +49.2% | +40.5% |
| YTD | -0.6% | -4.2% | +3.6% | -1.4% |
| 1Y | -4.1% | +3.1% | -7.2% | -7.0% |
| 3Y | +73.2% | +110.0% | -36.7% | +31.6% |
| 5Y | +74.1% | +123.1% | -48.9% | +27.5% |
| 10Y | +222.9% | +216.7% | +6.2% | +126.8% |
| All | +222.9% | +209.6% | +13.3% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 10y: compounded portfolio wealth divided by compounded IAU 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…
10y analysis · Full analysis span regression · 6 months rolling