+7,246.3%
CRM vs IAU
+851.0%
+6,395.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.4% |
| 7D | -8.1% | -3.4% | -4.7% | -7.9% |
| 30D | +23.1% | -1.1% | +24.2% | +23.1% |
| 3M | +42.5% | +5.8% | +36.7% | +42.1% |
| 6M | +25.3% | -16.9% | +42.3% | +26.4% |
| YTD | -7.8% | +0.1% | -7.9% | -8.1% |
| 1Y | +1.0% | +18.4% | -17.4% | -0.4% |
| 3Y | +10.0% | +123.6% | -113.6% | +3.4% |
| 5Y | -3.9% | +138.7% | -142.6% | -10.3% |
| 10Y | +233.2% | +217.2% | +15.9% | +209.4% |
| All | +7,246.3% | +851.0% | +6,395.4% | +5,934.7% |
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