+3,037.6%
SHW vs IAU
+875.8%
+2,161.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.4% |
| 7D | -3.2% | -0.5% | -2.7% | -3.2% |
| 30D | -9.5% | +4.4% | -14.0% | -9.6% |
| 3M | +11.5% | -1.1% | +12.5% | +11.4% |
| 6M | -3.5% | -13.7% | +10.2% | -3.6% |
| YTD | +3.7% | +2.7% | +1.0% | +3.8% |
| 1Y | -7.9% | +24.6% | -32.5% | -7.7% |
| 3Y | +24.7% | +126.8% | -102.1% | +25.5% |
| 5Y | +13.6% | +139.5% | -125.9% | +14.3% |
| 10Y | +283.0% | +226.3% | +56.7% | +293.3% |
| All | +3,037.6% | +875.8% | +2,161.8% | +3,356.4% |
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