+407.4%
COR vs IAU
+221.5%
+185.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.4% |
| 7D | -3.9% | +0.2% | -4.0% | -3.9% |
| 30D | -0.3% | +0.2% | -0.5% | -0.3% |
| 3M | +15.9% | +3.3% | +12.6% | +15.9% |
| 6M | -10.3% | -14.6% | +4.3% | -9.9% |
| YTD | -3.7% | +1.9% | -5.6% | -3.9% |
| 1Y | +9.1% | +20.9% | -11.8% | +8.4% |
| 3Y | +86.6% | +127.5% | -40.9% | +82.5% |
| 5Y | +180.9% | +141.9% | +39.0% | +173.7% |
| 10Y | +407.4% | +222.8% | +184.7% | +387.5% |
| All | +407.4% | +221.5% | +185.9% | +387.5% |
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 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