+1,505.3%
SPGI vs IAU
+810.1%
+695.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.7% |
| 7D | -0.9% | +4.9% | -5.8% | -0.8% |
| 30D | +15.5% | -1.4% | +16.9% | +15.5% |
| 3M | +15.7% | -4.8% | +20.4% | +15.6% |
| 6M | +19.1% | -12.5% | +31.5% | +18.8% |
| YTD | -4.1% | -4.2% | +0.1% | -4.1% |
| 1Y | +1.2% | +3.1% | -1.9% | +1.2% |
| 3Y | +31.6% | +110.0% | -78.4% | +32.8% |
| 5Y | +12.4% | +123.1% | -110.6% | +13.5% |
| 10Y | +334.3% | +216.7% | +117.6% | +352.0% |
| All | +1,505.3% | +810.1% | +695.1% | +1,584.3% |
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 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