+828.4%
SPYM vs IAU
+790.2%
+38.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.3% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | +0.1% | +4.4% | -4.4% | -0.2% |
| 3M | +2.0% | -1.1% | +3.1% | +2.0% |
| 6M | +13.1% | -13.7% | +26.8% | +14.0% |
| YTD | +13.6% | +2.7% | +10.9% | +13.3% |
| 1Y | +20.1% | +24.6% | -4.6% | +18.3% |
| 3Y | +77.6% | +126.8% | -49.3% | +68.6% |
| 5Y | +82.5% | +139.5% | -56.9% | +72.4% |
| 10Y | +317.6% | +226.3% | +91.3% | +290.3% |
| All | +828.4% | +790.2% | +38.3% | +704.2% |
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