+1,427.5%
CME vs IAU
+786.3%
+641.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +1.6% |
| 7D | +1.7% | +2.8% | -1.2% | +1.6% |
| 30D | +10.2% | -4.0% | +14.1% | +10.3% |
| 3M | +17.8% | -8.2% | +26.0% | +18.0% |
| 6M | +11.0% | -14.8% | +25.8% | +11.4% |
| YTD | +17.0% | -6.7% | +23.7% | +17.1% |
| 1Y | +15.8% | -2.2% | +18.0% | +15.7% |
| 3Y | +61.8% | +106.7% | -44.9% | +57.6% |
| 5Y | +72.5% | +114.8% | -42.3% | +67.5% |
| 10Y | +288.0% | +213.0% | +75.0% | +273.4% |
| All | +1,427.5% | +786.3% | +641.2% | +981.0% |
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