+1,308.0%
SWKS vs IAU
+801.0%
+507.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.1% |
| 7D | -9.2% | +1.9% | -11.1% | -9.4% |
| 30D | -1.9% | -1.7% | -0.2% | -1.8% |
| 3M | +21.2% | -3.6% | +24.8% | +21.6% |
| 6M | +12.9% | -10.1% | +23.0% | +13.8% |
| YTD | +30.7% | -5.1% | +35.9% | +30.8% |
| 1Y | +14.1% | +2.6% | +11.5% | +13.4% |
| 3Y | -1.7% | +104.1% | -105.8% | -7.8% |
| 5Y | -43.0% | +122.8% | -165.8% | -47.0% |
| 10Y | +34.3% | +206.5% | -172.2% | +23.7% |
| All | +1,308.0% | +801.0% | +507.0% | +1,116.4% |
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