+140.7%
IAU vs RL
+241.4%
-100.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.7% |
| 7D | +0.7% | +1.9% | -1.1% | +0.7% |
| 30D | +0.3% | -12.2% | +12.5% | +0.8% |
| 3M | +0.7% | -6.6% | +7.3% | +1.0% |
| 6M | -15.5% | +3.2% | -18.7% | -15.5% |
| YTD | +1.0% | -1.3% | +2.3% | +1.0% |
| 1Y | +19.6% | +13.6% | +6.0% | +19.3% |
| 3Y | +125.4% | +210.9% | -85.4% | +122.0% |
| 5Y | +140.7% | +246.9% | -106.1% | +137.3% |
| All | +140.7% | +241.4% | -100.7% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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