-3.6%
SMR vs IAU
+128.7%
-132.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.3% |
| 7D | +4.4% | -0.5% | +4.9% | +4.9% |
| 30D | +3.4% | +4.4% | -1.0% | -0.4% |
| 3M | -19.2% | -1.1% | -18.1% | -17.9% |
| 6M | -22.6% | -13.7% | -8.9% | -12.0% |
| YTD | -31.5% | +2.7% | -34.3% | -31.7% |
| 1Y | -73.1% | +24.6% | -97.7% | -76.5% |
| 3Y | +55.0% | +126.8% | -71.9% | -18.6% |
| All | -3.6% | +128.7% | -132.2% | -51.7% |
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