+79.9%
SPY vs IAU
+110.6%
-30.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.5% | +2.1% |
| 7D | +0.1% | +4.9% | -4.8% | -0.6% |
| 30D | -3.3% | -1.4% | -1.9% | -3.2% |
| 3M | -2.4% | -4.8% | +2.4% | -1.9% |
| 6M | +2.6% | -12.5% | +15.0% | +4.0% |
| YTD | +11.2% | -4.2% | +15.4% | +11.6% |
| 1Y | +13.4% | +3.1% | +10.3% | +12.9% |
| 3Y | +79.9% | +110.0% | -30.1% | +55.0% |
| All | +79.9% | +110.6% | -30.7% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling