+112.6%
SPOT vs IAU
+141.6%
-29.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | -6.5% | +0.2% | -6.7% | -6.5% |
| 30D | +2.2% | +0.2% | +2.0% | +2.0% |
| 3M | +5.4% | +3.3% | +2.1% | +4.6% |
| 6M | -4.0% | -14.6% | +10.5% | -1.2% |
| YTD | -9.9% | +1.9% | -11.8% | -11.4% |
| 1Y | -27.3% | +20.9% | -48.2% | -32.3% |
| 3Y | +236.4% | +127.5% | +108.9% | +146.6% |
| 5Y | +112.6% | +141.9% | -29.3% | +39.7% |
| All | +112.6% | +141.6% | -29.0% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling