+49.8%
USAU vs SPY
+82.3%
-32.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.1% |
| 7D | -5.9% | -0.8% | -5.1% | -5.2% |
| 30D | -0.4% | -1.1% | +0.7% | +0.6% |
| 3M | -0.2% | +3.9% | -4.1% | -3.3% |
| 6M | -15.7% | +13.6% | -29.3% | -23.6% |
| YTD | -21.7% | +12.7% | -34.4% | -28.5% |
| 1Y | -0.1% | +17.5% | -17.6% | -11.5% |
| 3Y | +339.3% | +76.9% | +262.4% | +179.2% |
| All | +49.8% | +82.3% | -32.5% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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