+17.6%
SNOW vs IAU
+93.6%
-76.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +1.9% | -0.1% |
| 7D | +10.8% | -5.5% | +16.3% | +12.4% |
| 30D | -16.5% | -7.0% | -9.5% | -15.0% |
| 3M | -10.1% | -12.3% | +2.2% | -7.1% |
| 6M | +96.5% | -17.9% | +114.5% | +105.5% |
| YTD | +36.2% | -10.3% | +46.5% | +38.1% |
| 1Y | +10.7% | -7.9% | +18.6% | +11.3% |
| 3Y | +86.2% | +98.7% | -12.4% | +41.2% |
| 5Y | -22.7% | +105.0% | -127.8% | -44.5% |
| All | +17.6% | +93.6% | -76.0% | -7.6% |
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 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