+186.8%
SO vs IAU
+209.6%
-22.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.0% |
| 7D | -1.1% | +4.9% | -6.0% | -2.0% |
| 30D | +8.6% | -1.4% | +10.0% | +8.8% |
| 3M | +1.8% | -4.8% | +6.6% | +2.5% |
| 6M | +3.6% | -12.5% | +16.1% | +6.1% |
| YTD | +9.9% | -4.2% | +14.1% | +9.2% |
| 1Y | +5.7% | +3.1% | +2.6% | +3.0% |
| 3Y | +52.5% | +110.0% | -57.5% | +21.0% |
| 5Y | +77.3% | +123.1% | -45.7% | +37.4% |
| 10Y | +186.8% | +216.7% | -29.9% | +110.4% |
| All | +186.8% | +209.6% | -22.8% | +110.4% |
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