-40.9%
SE vs IAU
+24.6%
-65.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.6% |
| 7D | -6.1% | -0.5% | -5.6% | -5.9% |
| 30D | -2.5% | +4.4% | -6.9% | -4.1% |
| 3M | +21.7% | -1.1% | +22.8% | +21.9% |
| 6M | +27.0% | -13.7% | +40.7% | +32.4% |
| YTD | -12.1% | +2.7% | -14.9% | -9.6% |
| 1Y | -40.9% | +24.6% | -65.5% | -35.6% |
| All | -40.9% | +24.6% | -65.5% | -35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling