+51.2%
CI vs IAU
+105.6%
-54.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +1.2% | -4.6% | +5.7% | +1.1% |
| 30D | +2.6% | -5.4% | +8.0% | +2.4% |
| 3M | +7.4% | -10.9% | +18.3% | +7.2% |
| 6M | -0.1% | -17.4% | +17.3% | -0.3% |
| YTD | +9.7% | -10.2% | +20.0% | +9.8% |
| 1Y | +12.1% | -7.1% | +19.2% | +12.4% |
| 3Y | +7.0% | +97.7% | -90.7% | +3.8% |
| All | +51.2% | +105.6% | -54.4% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling