+41.3%
CL vs IAU
+106.1%
-64.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | 0.0% |
| 7D | -0.8% | -5.5% | +4.7% | -0.6% |
| 30D | +9.5% | -7.0% | +16.4% | +9.7% |
| 3M | +6.6% | -12.3% | +18.9% | +7.2% |
| 6M | +13.2% | -17.9% | +31.2% | +14.5% |
| YTD | +26.9% | -10.3% | +37.2% | +26.2% |
| 1Y | +27.6% | -7.9% | +35.5% | +26.6% |
| 3Y | +39.1% | +98.7% | -59.5% | +23.5% |
| 5Y | +41.3% | +105.0% | -63.7% | +21.4% |
| All | +41.3% | +106.1% | -64.8% | +21.4% |
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