-46.2%
SE vs IAU
-8.1%
-38.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.5% | -4.6% | +4.1% | +1.5% |
| 30D | -20.9% | -5.4% | -15.5% | -19.0% |
| 3M | -38.9% | -10.9% | -28.0% | -36.1% |
| 6M | -19.4% | -17.4% | -2.1% | -13.2% |
| YTD | -40.9% | -10.2% | -30.7% | -36.0% |
| 1Y | -46.2% | -7.1% | -39.1% | -44.0% |
| All | -46.2% | -8.1% | -38.1% | -44.0% |
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 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