-18.1%
SNOW vs IAU
+114.3%
-132.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +2.2% |
| 7D | +0.2% | +2.8% | -2.6% | -0.4% |
| 30D | -19.8% | -4.0% | -15.9% | -19.1% |
| 3M | -11.6% | -8.2% | -3.4% | -10.0% |
| 6M | +94.0% | -14.8% | +108.8% | +99.3% |
| YTD | +34.8% | -6.7% | +41.5% | +35.5% |
| 1Y | +10.1% | -2.2% | +12.4% | +9.5% |
| 3Y | +84.4% | +106.7% | -22.3% | +47.3% |
| 5Y | -18.1% | +114.8% | -132.9% | -40.1% |
| All | -18.1% | +114.3% | -132.4% | -40.1% |
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