+25.3%
CRM vs IAU
-17.3%
+42.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.6% |
| 7D | -8.1% | -3.4% | -4.7% | -8.3% |
| 30D | +23.1% | -1.1% | +24.2% | +23.1% |
| 3M | +42.5% | +5.8% | +36.7% | +44.5% |
| 6M | +25.3% | -16.9% | +42.3% | +20.0% |
| All | +25.3% | -17.3% | +42.6% | +20.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling