+562.3%
SE vs IAU
+230.1%
+332.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.5% |
| 7D | -4.8% | -3.4% | -1.4% | -3.9% |
| 30D | -18.1% | -1.1% | -17.0% | -17.9% |
| 3M | +30.6% | +5.8% | +24.8% | +28.4% |
| 6M | +20.8% | -16.9% | +37.7% | +26.4% |
| YTD | -15.6% | +0.1% | -15.7% | -15.1% |
| 1Y | -44.2% | +18.4% | -62.6% | -46.2% |
| 3Y | +181.5% | +123.6% | +58.0% | +127.6% |
| 5Y | -66.9% | +138.7% | -205.7% | -74.3% |
| All | +562.3% | +230.1% | +332.2% | +508.0% |
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