+83.1%
CL vs IAU
+209.9%
-126.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | 0.0% |
| 7D | -0.8% | -2.0% | +1.2% | -0.6% |
| 30D | +9.5% | -4.4% | +14.0% | +9.9% |
| 3M | +6.8% | -8.9% | +15.7% | +7.5% |
| 6M | +14.3% | -15.9% | +30.2% | +16.0% |
| YTD | +26.3% | -7.8% | +34.0% | +25.9% |
| 1Y | +25.6% | -3.8% | +29.3% | +24.5% |
| 3Y | +38.5% | +104.3% | -65.9% | +22.3% |
| 5Y | +40.7% | +111.2% | -70.5% | +22.8% |
| 10Y | +83.1% | +216.4% | -133.4% | +53.6% |
| All | +83.1% | +209.9% | -126.8% | +53.6% |
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 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