+745.3%
SAP vs IAU
+793.8%
-48.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -4.0% |
| 7D | -0.7% | +4.7% | -5.4% | -1.4% |
| 30D | +11.1% | -0.9% | +12.0% | +11.2% |
| 3M | +17.0% | -4.4% | +21.4% | +17.8% |
| 6M | +34.8% | -13.5% | +48.3% | +37.8% |
| YTD | -2.2% | -5.9% | +3.7% | -2.1% |
| 1Y | -6.4% | +1.9% | -8.3% | -7.6% |
| 3Y | +75.1% | +104.1% | -28.9% | +52.1% |
| 5Y | +69.8% | +121.0% | -51.2% | +44.9% |
| 10Y | +219.8% | +204.1% | +15.8% | +160.7% |
| All | +745.3% | +793.8% | -48.4% | +405.3% |
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