+520.8%
CL vs IAU
+793.8%
-273.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | +1.3% | +4.7% | -3.4% | +1.2% |
| 30D | +11.4% | -0.9% | +12.2% | +11.4% |
| 3M | +4.4% | -4.4% | +8.8% | +4.5% |
| 6M | +10.8% | -13.5% | +24.3% | +11.3% |
| YTD | +25.1% | -5.9% | +31.0% | +25.1% |
| 1Y | +28.0% | +1.9% | +26.1% | +27.5% |
| 3Y | +37.6% | +104.1% | -66.4% | +33.2% |
| 5Y | +39.7% | +121.0% | -81.3% | +34.7% |
| 10Y | +75.8% | +204.1% | -128.3% | +68.7% |
| All | +520.8% | +793.8% | -273.0% | +506.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling