+2.4%
SWKS vs IAU
+24.6%
-22.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.4% | +3.7% |
| 7D | +12.5% | -0.5% | +13.0% | +12.6% |
| 30D | +10.5% | +4.4% | +6.1% | +9.6% |
| 3M | -7.4% | -1.1% | -6.3% | -7.9% |
| 6M | +32.7% | -13.7% | +46.4% | +32.8% |
| YTD | +19.2% | +2.7% | +16.4% | +12.7% |
| 1Y | +2.4% | +24.6% | -22.2% | -9.6% |
| All | +2.4% | +24.6% | -22.2% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling