+84.9%
CL vs IAU
+208.6%
-123.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.4% |
| 7D | +2.6% | +2.8% | -0.2% | +2.4% |
| 30D | +11.8% | -4.0% | +15.7% | +12.1% |
| 3M | +5.9% | -8.2% | +14.1% | +6.6% |
| 6M | +13.3% | -14.8% | +28.1% | +14.9% |
| YTD | +27.1% | -6.7% | +33.8% | +26.6% |
| 1Y | +28.0% | -2.2% | +30.2% | +26.8% |
| 3Y | +39.4% | +106.7% | -67.3% | +23.1% |
| 5Y | +40.8% | +114.8% | -74.0% | +22.7% |
| 10Y | +84.9% | +213.0% | -128.1% | +55.1% |
| All | +84.9% | +208.6% | -123.8% | +55.1% |
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