+134.0%
SLB vs IAU
+793.8%
-659.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -7.1% | +4.7% | -11.9% | -8.5% |
| 30D | +4.1% | -0.9% | +5.0% | +4.3% |
| 3M | -2.6% | -4.4% | +1.7% | -1.5% |
| 6M | -8.6% | -13.5% | +4.9% | -4.8% |
| YTD | +32.2% | -5.9% | +38.1% | +33.3% |
| 1Y | +40.7% | +1.9% | +38.8% | +38.3% |
| 3Y | -4.5% | +104.1% | -108.6% | -25.5% |
| 5Y | +66.4% | +121.0% | -54.6% | +26.4% |
| 10Y | -15.1% | +204.1% | -219.1% | -43.1% |
| All | +134.0% | +793.8% | -659.8% | -13.3% |
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