+425.9%
CARR vs IAU
+193.0%
+232.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.1% |
| 7D | +0.6% | +0.2% | +0.5% | +0.6% |
| 30D | -8.7% | +0.2% | -8.9% | -8.7% |
| 3M | -18.4% | +3.3% | -21.6% | -18.7% |
| 6M | -0.6% | -14.6% | +14.0% | +0.5% |
| YTD | +10.9% | +1.9% | +9.1% | +11.3% |
| 1Y | -7.3% | +20.9% | -28.2% | -7.9% |
| 3Y | +2.9% | +127.5% | -124.6% | -2.7% |
| 5Y | +9.6% | +141.9% | -132.3% | +1.4% |
| All | +425.9% | +193.0% | +232.9% | +572.9% |
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