+3,781.0%
SHOP vs IAU
+210.9%
+3,570.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.2% | -4.6% | +3.4% | +0.4% |
| 30D | -14.7% | -5.4% | -9.3% | -13.1% |
| 3M | -7.2% | -10.9% | +3.7% | -3.6% |
| 6M | +54.2% | -17.4% | +71.5% | +63.4% |
| YTD | -8.6% | -10.2% | +1.6% | -5.9% |
| 1Y | +0.5% | -7.1% | +7.6% | +2.4% |
| 3Y | +135.9% | +97.7% | +38.2% | +80.2% |
| 5Y | -11.9% | +105.3% | -117.2% | -35.7% |
| All | +3,781.0% | +210.9% | +3,570.1% | +2,394.1% |
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