+318.0%
CORZ vs IAU
+89.3%
+228.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -0.2% |
| 7D | +26.4% | -5.5% | +31.8% | +29.2% |
| 30D | -6.8% | -7.0% | +0.2% | -3.9% |
| 3M | -31.1% | -12.3% | -18.8% | -27.2% |
| 6M | -36.9% | -17.9% | -19.0% | -32.1% |
| YTD | -1.2% | -10.3% | +9.1% | +5.7% |
| 1Y | -12.5% | -7.9% | -4.6% | -6.8% |
| All | +318.0% | +89.3% | +228.8% | +323.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling