+372.3%
SE vs IAU
+207.6%
+164.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.7% |
| 7D | 0.0% | +2.8% | -2.8% | -0.7% |
| 30D | -19.4% | -4.0% | -15.4% | -18.4% |
| 3M | -33.1% | -8.2% | -24.9% | -31.6% |
| 6M | -11.4% | -14.8% | +3.3% | -7.7% |
| YTD | -39.8% | -6.7% | -33.1% | -38.3% |
| 1Y | -50.5% | -2.2% | -48.2% | -49.8% |
| 3Y | +68.9% | +106.7% | -37.8% | +39.6% |
| 5Y | -77.1% | +114.8% | -191.9% | -81.6% |
| All | +372.3% | +207.6% | +164.7% | +342.0% |
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