+196.4%
SO vs IAU
+210.9%
-14.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +1.4% | -4.6% | +5.9% | +2.2% |
| 30D | +4.7% | -5.4% | +10.1% | +5.7% |
| 3M | +1.7% | -10.9% | +12.6% | +3.7% |
| 6M | +2.2% | -17.4% | +19.5% | +5.7% |
| YTD | +10.0% | -10.2% | +20.2% | +10.5% |
| 1Y | +6.0% | -7.1% | +13.1% | +5.6% |
| 3Y | +54.1% | +97.7% | -43.6% | +23.7% |
| 5Y | +79.6% | +105.3% | -25.7% | +41.7% |
| All | +196.4% | +210.9% | -14.5% | +113.9% |
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