+284.1%
SHW vs IAU
+221.5%
+62.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.8% |
| 7D | -3.2% | +0.2% | -3.4% | -3.2% |
| 30D | -11.4% | +0.2% | -11.6% | -11.4% |
| 3M | +3.5% | +3.3% | +0.2% | +3.0% |
| 6M | -3.4% | -14.6% | +11.2% | -1.6% |
| YTD | -0.3% | +1.9% | -2.2% | -0.8% |
| 1Y | -10.4% | +20.9% | -31.3% | -12.9% |
| 3Y | +21.3% | +127.5% | -106.2% | +6.7% |
| 5Y | +12.9% | +141.9% | -129.1% | -2.7% |
| 10Y | +284.1% | +222.8% | +61.3% | +245.2% |
| All | +284.1% | +221.5% | +62.6% | +245.2% |
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