-99.3%
USAU vs SPY
+3,067.3%
-3,166.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.3% |
| 7D | -5.9% | -0.8% | -5.1% | -5.4% |
| 30D | -0.4% | -1.1% | +0.7% | +0.4% |
| 3M | -0.2% | +3.9% | -4.1% | -2.6% |
| 6M | -15.7% | +13.6% | -29.3% | -21.8% |
| YTD | -21.7% | +12.7% | -34.4% | -27.0% |
| 1Y | -0.1% | +17.5% | -17.6% | -9.2% |
| 3Y | +339.3% | +76.9% | +262.4% | +204.0% |
| 5Y | +49.8% | +83.6% | -33.8% | +0.8% |
| 10Y | -72.3% | +320.7% | -393.0% | -89.2% |
| All | -99.3% | +3,067.3% | -3,166.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling