+138.7%
IAU vs CRL
-38.6%
+177.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.7% |
| 7D | -3.4% | -6.9% | +3.6% | -3.2% |
| 30D | -1.1% | -3.2% | +2.1% | -1.0% |
| 3M | +5.8% | +46.5% | -40.7% | +5.2% |
| 6M | -16.9% | +63.1% | -80.1% | -17.6% |
| YTD | +0.1% | +36.9% | -36.7% | -0.7% |
| 1Y | +18.4% | +78.1% | -59.7% | +17.3% |
| 3Y | +123.6% | +36.7% | +86.9% | +122.8% |
| 5Y | +138.7% | -38.1% | +176.8% | +139.6% |
| All | +138.7% | -38.6% | +177.4% | +139.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling