+14.6%
SNOW vs IAU
+93.8%
-79.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | +5.5% | -4.6% | +10.1% | +6.7% |
| 30D | -13.2% | -5.4% | -7.7% | -11.9% |
| 3M | -13.7% | -10.9% | -2.9% | -11.2% |
| 6M | +91.0% | -17.4% | +108.3% | +99.4% |
| YTD | +32.7% | -10.2% | +42.9% | +34.5% |
| 1Y | +13.3% | -7.1% | +20.3% | +13.6% |
| 3Y | +83.4% | +97.7% | -14.4% | +39.3% |
| 5Y | -24.7% | +105.3% | -130.0% | -46.0% |
| All | +14.6% | +93.8% | -79.2% | -10.0% |
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