+59.6%
SCHW vs IAU
+138.4%
-78.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.5% | +0.6% |
| 7D | -2.8% | -3.4% | +0.6% | -3.0% |
| 30D | -0.1% | -1.1% | +1.1% | -0.1% |
| 3M | +20.6% | +5.8% | +14.7% | +21.1% |
| 6M | +15.9% | -16.9% | +32.9% | +14.6% |
| YTD | +8.5% | +0.1% | +8.4% | +9.3% |
| 1Y | +17.8% | +18.4% | -0.6% | +21.7% |
| 3Y | +88.5% | +123.6% | -35.0% | +121.8% |
| All | +59.6% | +138.4% | -78.8% | +86.3% |
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 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