+787.1%
IAU vs CRL
+635.4%
+151.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -2.6% |
| 7D | +2.8% | -1.7% | +4.5% | +2.8% |
| 30D | -4.0% | +14.6% | -18.6% | -4.3% |
| 3M | -8.2% | +24.8% | -33.0% | -8.7% |
| 6M | -14.8% | +94.7% | -109.5% | -16.1% |
| YTD | -6.7% | +73.4% | -80.0% | -8.1% |
| 1Y | -2.2% | +104.7% | -106.9% | -4.0% |
| 3Y | +106.7% | +101.1% | +5.7% | +102.4% |
| 5Y | +114.8% | -10.8% | +125.6% | +113.7% |
| 10Y | +213.0% | +358.8% | -145.8% | +199.2% |
| All | +787.1% | +635.4% | +151.7% | +693.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling