+295.5%
SPGI vs IAU
+216.4%
+79.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -3.0% |
| 7D | -2.5% | +0.7% | -3.2% | -2.5% |
| 30D | +5.4% | +0.3% | +5.1% | +5.3% |
| 3M | +9.0% | +0.7% | +8.3% | +8.9% |
| 6M | +0.8% | -15.5% | +16.3% | +2.3% |
| YTD | -12.6% | +1.0% | -13.5% | -13.6% |
| 1Y | -16.1% | +19.6% | -35.7% | -19.4% |
| 3Y | +19.0% | +125.4% | -106.5% | +1.1% |
| 5Y | +5.1% | +140.7% | -135.7% | -12.4% |
| 10Y | +295.5% | +218.1% | +77.3% | +248.3% |
| All | +295.5% | +216.4% | +79.0% | +248.3% |
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 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