+3,667.8%
STRL vs IAU
+208.2%
+3,459.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.7% |
| 7D | -26.9% | +4.7% | -31.7% | -28.2% |
| 30D | -52.7% | -0.9% | -51.8% | -52.6% |
| 3M | -52.8% | -4.4% | -48.5% | -52.2% |
| 6M | -71.5% | -13.5% | -58.0% | -70.4% |
| YTD | -17.4% | -5.9% | -11.5% | -14.3% |
| 1Y | -35.0% | +1.9% | -36.8% | -32.8% |
| 3Y | +239.2% | +104.1% | +135.2% | +243.9% |
| 5Y | +830.2% | +121.0% | +709.2% | +832.9% |
| All | +3,667.8% | +208.2% | +3,459.6% | +4,598.7% |
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