+365.7%
SE vs IAU
+210.2%
+155.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +2.0% | +4.7% | -2.7% | +0.7% |
| 30D | -20.0% | -0.9% | -19.1% | -19.8% |
| 3M | -31.8% | -4.4% | -27.4% | -31.0% |
| 6M | -15.9% | -13.5% | -2.4% | -12.7% |
| YTD | -40.6% | -5.9% | -34.7% | -39.3% |
| 1Y | -50.7% | +1.9% | -52.6% | -50.5% |
| 3Y | +70.3% | +104.1% | -33.8% | +41.2% |
| 5Y | -78.8% | +121.0% | -199.8% | -83.2% |
| All | +365.7% | +210.2% | +155.5% | +334.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling