+68.4%
SAP vs IAU
+99.0%
-30.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | +0.6% | -4.6% | +5.2% | +1.2% |
| 30D | +6.5% | -5.4% | +12.0% | +7.2% |
| 3M | +12.2% | -10.9% | +23.1% | +13.7% |
| 6M | +46.1% | -17.4% | +63.4% | +49.2% |
| YTD | -1.6% | -10.2% | +8.6% | -1.8% |
| 1Y | -5.1% | -7.1% | +1.9% | -6.0% |
| 3Y | +68.4% | +97.7% | -29.4% | +33.4% |
| All | +68.4% | +99.0% | -30.7% | +33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling