+210.7%
IAU vs CRL
+350.3%
-139.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.1% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | -5.4% | +11.9% | -17.3% | -5.8% |
| 3M | -10.9% | +20.2% | -31.0% | -11.4% |
| 6M | -17.4% | +107.5% | -124.9% | -18.8% |
| YTD | -10.2% | +69.4% | -79.6% | -11.6% |
| 1Y | -7.1% | +99.7% | -106.8% | -8.7% |
| 3Y | +97.7% | +98.8% | -1.0% | +93.8% |
| 5Y | +105.3% | -12.4% | +117.7% | +105.2% |
| All | +210.7% | +350.3% | -139.6% | +205.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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