+81.8%
SPY vs IAU
+139.7%
-57.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.3% |
| 7D | +0.5% | +0.7% | -0.2% | +0.4% |
| 30D | -0.9% | +0.3% | -1.3% | -1.0% |
| 3M | +3.9% | +0.7% | +3.2% | +3.7% |
| 6M | +14.5% | -15.5% | +30.0% | +16.6% |
| YTD | +12.9% | +1.0% | +12.0% | +12.3% |
| 1Y | +19.4% | +19.6% | -0.2% | +16.0% |
| 3Y | +78.5% | +125.4% | -47.0% | +54.7% |
| 5Y | +81.8% | +140.7% | -59.0% | +49.5% |
| All | +81.8% | +139.7% | -57.9% | +49.5% |
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