+82.6%
SMR vs IAU
+126.4%
-43.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -4.2% |
| 7D | +13.1% | +0.2% | +12.9% | +12.5% |
| 30D | +17.8% | +0.2% | +17.5% | +17.3% |
| 3M | +8.1% | +3.3% | +4.8% | +4.8% |
| 6M | -11.1% | -14.6% | +3.5% | +2.8% |
| YTD | -23.7% | +1.9% | -25.6% | -23.8% |
| 1Y | -69.4% | +20.9% | -90.3% | -73.0% |
| All | +82.6% | +126.4% | -43.8% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling