+848.8%
SPY vs IAU
+786.3%
+62.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.3% | -0.2% |
| 7D | -0.6% | +2.8% | -3.4% | -0.8% |
| 30D | -3.7% | -4.0% | +0.3% | -3.4% |
| 3M | -2.7% | -8.2% | +5.5% | -2.2% |
| 6M | +2.2% | -14.8% | +17.0% | +3.2% |
| YTD | +10.8% | -6.7% | +17.5% | +11.2% |
| 1Y | +11.2% | -2.2% | +13.5% | +11.3% |
| 3Y | +76.5% | +106.7% | -30.2% | +69.0% |
| 5Y | +72.9% | +114.8% | -41.9% | +64.9% |
| 10Y | +304.8% | +213.0% | +91.8% | +281.5% |
| All | +848.8% | +786.3% | +62.5% | +719.0% |
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 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