+3.6%
SNOW vs IAU
+141.6%
-138.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | +8.4% | +0.2% | +8.2% | +8.4% |
| 30D | -1.0% | +0.2% | -1.2% | -1.0% |
| 3M | +38.3% | +3.3% | +35.0% | +37.4% |
| 6M | +81.3% | -14.6% | +95.9% | +86.0% |
| YTD | +51.1% | +1.9% | +49.2% | +49.1% |
| 1Y | +47.0% | +20.9% | +26.1% | +39.2% |
| 3Y | +99.7% | +127.5% | -27.7% | +55.8% |
| 5Y | +3.6% | +141.9% | -138.3% | -27.7% |
| All | +3.6% | +141.6% | -138.0% | -27.7% |
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 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