+467.4%
CL vs IAU
+875.8%
-408.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.6% | -1.4% |
| 7D | -2.2% | -0.5% | -1.7% | -2.2% |
| 30D | -4.8% | +4.4% | -9.3% | -5.0% |
| 3M | +4.9% | -1.1% | +6.0% | +4.9% |
| 6M | -5.7% | -13.7% | +8.0% | -5.2% |
| YTD | +14.4% | +2.7% | +11.6% | +14.0% |
| 1Y | +8.7% | +24.6% | -15.9% | +7.5% |
| 3Y | +30.0% | +126.8% | -96.9% | +25.4% |
| 5Y | +28.4% | +139.5% | -111.1% | +23.4% |
| 10Y | +50.1% | +226.3% | -176.2% | +43.7% |
| All | +467.4% | +875.8% | -408.3% | +452.5% |
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