+49.3%
CL vs IAU
+224.2%
-174.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.6% | -1.4% |
| 7D | -2.2% | -0.5% | -1.7% | -2.1% |
| 30D | -4.8% | +4.4% | -9.3% | -5.2% |
| 3M | +4.9% | -1.1% | +6.0% | +5.0% |
| 6M | -5.7% | -13.7% | +8.0% | -4.4% |
| YTD | +14.4% | +2.7% | +11.6% | +13.1% |
| 1Y | +8.7% | +24.6% | -15.9% | +4.6% |
| 3Y | +30.0% | +126.8% | -96.9% | +13.5% |
| 5Y | +28.4% | +139.5% | -111.1% | +10.4% |
| All | +49.3% | +224.2% | -174.9% | +26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling