+1,519.0%
SPGI vs IAU
+776.1%
+742.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.3% |
| 7D | -1.4% | -2.0% | +0.6% | -1.4% |
| 30D | +15.3% | -4.4% | +19.7% | +15.2% |
| 3M | +16.5% | -8.9% | +25.4% | +16.3% |
| 6M | +19.8% | -15.9% | +35.8% | +19.5% |
| YTD | -3.2% | -7.8% | +4.5% | -3.3% |
| 1Y | +1.8% | -3.8% | +5.6% | +1.7% |
| 3Y | +30.6% | +104.3% | -73.7% | +31.8% |
| 5Y | +16.0% | +111.2% | -95.2% | +16.9% |
| 10Y | +338.6% | +216.4% | +122.1% | +357.6% |
| All | +1,519.0% | +776.1% | +742.9% | +1,597.8% |
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