+363.5%
SE vs IAU
+196.0%
+167.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.5% | -4.6% | +4.1% | +0.9% |
| 30D | -20.9% | -5.4% | -15.5% | -19.6% |
| 3M | -38.9% | -10.9% | -28.0% | -36.9% |
| 6M | -19.4% | -17.4% | -2.1% | -15.2% |
| YTD | -40.9% | -10.2% | -30.7% | -38.8% |
| 1Y | -46.2% | -7.1% | -39.1% | -44.7% |
| 3Y | +63.7% | +97.7% | -34.0% | +37.1% |
| 5Y | -77.9% | +105.3% | -183.2% | -82.0% |
| All | +363.5% | +196.0% | +167.4% | +338.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling