-53.7%
SMR vs IAU
+99.8%
-153.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.4% |
| 7D | -8.3% | -4.6% | -3.7% | -4.1% |
| 30D | -20.1% | -5.4% | -14.6% | -16.1% |
| 3M | -52.7% | -10.9% | -41.8% | -47.6% |
| 6M | -61.0% | -17.4% | -43.7% | -53.7% |
| YTD | -67.1% | -10.2% | -56.9% | -63.1% |
| 1Y | -79.9% | -7.1% | -72.8% | -78.1% |
| 3Y | +101.7% | +97.7% | +4.0% | +19.9% |
| All | -53.7% | +99.8% | -153.5% | -73.9% |
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