+678.9%
SAP vs IAU
+875.8%
-196.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.7% |
| 7D | -2.9% | -0.5% | -2.4% | -2.8% |
| 30D | +9.0% | +4.4% | +4.6% | +8.3% |
| 3M | +14.9% | -1.1% | +16.0% | +15.1% |
| 6M | +11.9% | -13.7% | +25.6% | +14.4% |
| YTD | -9.9% | +2.7% | -12.6% | -11.0% |
| 1Y | -19.5% | +24.6% | -44.2% | -23.3% |
| 3Y | +61.8% | +126.8% | -65.0% | +38.1% |
| 5Y | +56.2% | +139.5% | -83.3% | +31.6% |
| 10Y | +180.6% | +226.3% | -45.6% | +126.2% |
| All | +678.9% | +875.8% | -196.9% | +359.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling