+278.8%
CME vs IAU
+221.5%
+57.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.3% |
| 7D | -1.1% | +0.2% | -1.3% | -1.1% |
| 30D | +4.2% | +0.2% | +4.0% | +4.2% |
| 3M | +7.3% | +3.3% | +4.1% | +7.2% |
| 6M | -11.4% | -14.6% | +3.2% | -10.7% |
| YTD | +3.5% | +1.9% | +1.7% | +3.3% |
| 1Y | +8.6% | +20.9% | -12.3% | +7.2% |
| 3Y | +51.6% | +127.5% | -75.9% | +44.9% |
| 5Y | +75.3% | +141.9% | -66.7% | +66.0% |
| 10Y | +278.8% | +222.8% | +56.1% | +269.3% |
| All | +278.8% | +221.5% | +57.3% | +269.3% |
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