+3,622.7%
COR vs IAU
+786.3%
+2,836.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +0.8% |
| 7D | +2.4% | +2.8% | -0.4% | +2.4% |
| 30D | +7.7% | -4.0% | +11.6% | +7.7% |
| 3M | +7.5% | -8.2% | +15.7% | +7.5% |
| 6M | +34.1% | -14.8% | +48.9% | +34.1% |
| YTD | +3.9% | -6.7% | +10.6% | +3.8% |
| 1Y | -3.6% | -2.2% | -1.4% | -3.7% |
| 3Y | +80.5% | +106.7% | -26.2% | +80.2% |
| 5Y | +194.9% | +114.8% | +80.0% | +194.1% |
| 10Y | +486.6% | +213.0% | +273.6% | +488.1% |
| All | +3,622.7% | +786.3% | +2,836.5% | +3,730.9% |
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