+311.2%
SPY vs IAU
+218.5%
+92.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.4% |
| 7D | -2.0% | -3.4% | +1.4% | -1.6% |
| 30D | -1.7% | -1.1% | -0.5% | -1.6% |
| 3M | +4.7% | +5.8% | -1.1% | +4.0% |
| 6M | +12.5% | -16.9% | +29.4% | +14.5% |
| YTD | +11.7% | +0.1% | +11.6% | +11.4% |
| 1Y | +17.5% | +18.4% | -0.9% | +14.9% |
| 3Y | +76.6% | +123.6% | -47.0% | +59.3% |
| 5Y | +82.0% | +138.7% | -56.7% | +61.6% |
| All | +311.2% | +218.5% | +92.8% | +277.9% |
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