+70.8%
SAP vs IAU
+120.1%
-49.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -4.0% |
| 7D | -0.7% | +4.7% | -5.4% | -1.5% |
| 30D | +11.1% | -0.9% | +12.0% | +11.2% |
| 3M | +17.0% | -4.4% | +21.4% | +17.9% |
| 6M | +34.8% | -13.5% | +48.3% | +38.3% |
| YTD | -2.2% | -5.9% | +3.7% | -3.1% |
| 1Y | -6.4% | +1.9% | -8.3% | -9.4% |
| 3Y | +75.1% | +104.1% | -28.9% | +29.7% |
| All | +70.8% | +120.1% | -49.3% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling