+3,667.9%
STRL vs IAU
+210.9%
+3,457.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | +15.7% | -4.6% | +20.2% | +17.3% |
| 30D | -35.5% | -5.4% | -30.0% | -34.5% |
| 3M | -47.1% | -10.9% | -36.3% | -45.3% |
| 6M | -65.8% | -17.4% | -48.4% | -64.0% |
| YTD | -4.5% | -10.2% | +5.7% | +0.5% |
| 1Y | -10.5% | -7.1% | -3.4% | -6.0% |
| 3Y | +340.6% | +97.7% | +242.9% | +349.5% |
| 5Y | +911.0% | +105.3% | +805.7% | +918.1% |
| All | +3,667.9% | +210.9% | +3,457.0% | +4,637.9% |
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