-7.9%
IAU vs CRL
+97.0%
-104.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.2% | -2.7% |
| 7D | -5.5% | +8.9% | -14.3% | -6.2% |
| 30D | -7.0% | +14.0% | -21.0% | -8.4% |
| 3M | -12.3% | +19.8% | -32.1% | -14.2% |
| 6M | -17.9% | +102.0% | -120.0% | -23.2% |
| YTD | -10.3% | +70.8% | -81.2% | -18.0% |
| 1Y | -7.9% | +98.7% | -106.6% | -16.7% |
| All | -7.9% | +97.0% | -104.9% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling