+7.5%
SMR vs IAU
+126.7%
-119.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -4.1% |
| 7D | +13.1% | +0.2% | +12.9% | +12.6% |
| 30D | +17.8% | +0.2% | +17.5% | +17.4% |
| 3M | +8.1% | +3.3% | +4.8% | +5.2% |
| 6M | -11.1% | -14.6% | +3.5% | +1.8% |
| YTD | -23.7% | +1.9% | -25.6% | -23.6% |
| 1Y | -69.4% | +20.9% | -90.3% | -72.7% |
| 3Y | +82.6% | +127.5% | -44.9% | -4.2% |
| All | +7.5% | +126.7% | -119.3% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling