-61.8%
SPCH vs IAU
-11.1%
-50.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.0% | +2.2% |
| 7D | +26.5% | -5.5% | +32.0% | +31.4% |
| 30D | -24.8% | -7.0% | -17.8% | -20.3% |
| 3M | -19.3% | -12.3% | -7.1% | -11.9% |
| All | -61.8% | -11.1% | -50.7% | -54.3% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling