+133.9%
SLB vs IAU
+786.3%
-652.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.7% | -0.2% |
| 7D | -4.3% | +2.8% | -7.1% | -5.1% |
| 30D | +1.9% | -4.0% | +5.9% | +3.1% |
| 3M | -5.7% | -8.2% | +2.5% | -3.5% |
| 6M | -5.3% | -14.8% | +9.4% | -1.0% |
| YTD | +32.2% | -6.7% | +38.8% | +33.6% |
| 1Y | +38.5% | -2.2% | +40.7% | +37.9% |
| 3Y | +1.1% | +106.7% | -105.6% | -21.4% |
| 5Y | +70.3% | +114.8% | -44.5% | +30.5% |
| 10Y | -17.3% | +213.0% | -230.3% | -45.1% |
| All | +133.9% | +786.3% | -652.4% | -13.1% |
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 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