+1,325.0%
SWKS vs IAU
+793.8%
+531.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | -6.2% | +4.7% | -10.9% | -6.6% |
| 30D | -1.5% | -0.9% | -0.6% | -1.4% |
| 3M | +23.0% | -4.4% | +27.3% | +23.4% |
| 6M | +27.6% | -13.5% | +41.1% | +29.1% |
| YTD | +32.3% | -5.9% | +38.2% | +32.5% |
| 1Y | +20.1% | +1.9% | +18.2% | +19.5% |
| 3Y | +0.6% | +104.1% | -103.4% | -5.6% |
| 5Y | -42.3% | +121.0% | -163.3% | -46.4% |
| 10Y | +35.9% | +204.1% | -168.1% | +25.3% |
| All | +1,325.0% | +793.8% | +531.3% | +1,132.0% |
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