-37.7%
SWKS vs IAU
+111.4%
-149.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.1% | +7.1% | +6.2% |
| 7D | +5.7% | -2.0% | +7.7% | +6.0% |
| 30D | +17.3% | -4.4% | +21.8% | +18.2% |
| 3M | +28.3% | -8.9% | +37.2% | +30.3% |
| 6M | +26.1% | -15.9% | +42.0% | +29.2% |
| YTD | +41.1% | -7.8% | +48.8% | +40.5% |
| 1Y | +31.4% | -3.8% | +35.2% | +29.6% |
| 3Y | +7.3% | +104.3% | -97.1% | -12.2% |
| 5Y | -37.7% | +111.2% | -148.9% | -49.7% |
| All | -37.7% | +111.4% | -149.1% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling