+585.2%
SO vs IAU
+875.8%
-290.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | -0.2% | -0.5% | +0.4% | -0.1% |
| 30D | -4.6% | +4.4% | -9.0% | -5.0% |
| 3M | -3.0% | -1.1% | -2.0% | -3.0% |
| 6M | -8.3% | -13.7% | +5.5% | -7.2% |
| YTD | +3.5% | +2.7% | +0.8% | +2.9% |
| 1Y | -0.9% | +24.6% | -25.6% | -3.3% |
| 3Y | +45.4% | +126.8% | -81.5% | +34.3% |
| 5Y | +59.6% | +139.5% | -79.9% | +46.7% |
| 10Y | +156.6% | +226.3% | -69.6% | +132.0% |
| All | +585.2% | +875.8% | -290.6% | +502.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling